Economics (ECON) Courses>Econometrics: Part II

ECON366 - Econometrics: Part II

Description

Principles of econometrics with applied examples. Dummy variables; multicollinearity; stochastic regressors; instrumental variables estimation; seemingly unrelated regressions. Topics may also include: generalized least squares; maximum likelihood; aspects of specification analysis; dynamic models; simultaneous equation models.

Units

1.5

Hours: lecture-lab-tutorial

3-1-0

Note(s)

  • Credit will be granted for only one of ECON 366, ECON 445.
  • Students wishing to proceed to graduate studies in Economics are advised to include ECON 365 and ECON 366 in their undergraduate program instead of ECON 345.

Prerequisites

  • Complete all of:
    • ECON365 - Econometrics: Part I (1.5)

Recommendations

  • ECON 365 with a minimum grade of B strongly recommended prior to ECON 366.

Course offered by

Department of Economics

Course schedules

Summer timetable available: February 15. Fall and Spring timetables available: May 15.

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