Econometrics for Economics and Finance

3 credits · Undergraduate

(3 hrs Lecture | 1 hrs Lab) This course is an introduction to the specification and estimation of econometric models as applied to empirical questions in economics and finance. It covers statistical inference in economics and finance, hypothesis testing, regression analysis, and multivariate regression models with emphasis on structural estimation using standard computer packages. Requisite Courses: ECON-2101, ECON-2102, one of STAT-1301 or STAT-1401 or STAT-1501, and one of STAT-1302 or STAT-2001; OR permission of the Instructor [prerequisite(s)]; ECON-3201L (lab) (must be taken concurrently).