ECONOMETRICS II
An introductory course in regression analysis which covers: multivariate probability distributions; the classical linear regression model; heteroskedasticity; autocorrelation; introduction to time series; dynamic linear models; diagnostic testing; instrumental variables; nonlinearities and limited dependent variables.
Prerequisites & course information
Antirequisite(s) at Main Campus: Economics 2223A/B and Statistical Sciences 3859A/B . Antirequisite(s) at Huron and King's: Economics 2223A/B . Prerequisite(s): Economics 2122A/B with a minimum grade of 50% or Statistical Sciences 2035 with a minimum grade of 70%; and 0.5 course from: Mathematics 1225A/B, Calculus 1000A/B, Calculus 1500A/B . Extra Information: 3 lecture hours. Course Weight: 0.50 This course is also offered at:
Sources
Catalogue variants
- ECONOMETRICS II · 0.50