ECONOMIC 2223A/B
ECONOMETRICS II
An introductory course in regression analysis which covers: multivariate probability distributions; the classical linear regression model; heteroskedasticity; autocorrelation; introduction to time series; unit roots and cointegration; dynamic linear models; diagnostic testing; instrumental variables; nonlinearities and limited dependent variables.
Prerequisites & course information
Antirequisite(s) at Main Campus: Economics 2123A/B and Statistical Sciences 3859A/B . Antirequisite(s) at Huron and King's: Economics 2123A/B . Prerequisite(s): Economics 2222A/B or Statistical Sciences 2035 (with a mark of 70) or Statistical Sciences 2858A/B . Extra Information: 3 lecture hours. Course Weight: 0.50 This course is also offered at:
Sources
Catalogue variants
- ECONOMETRICS II · 0.50