ECON 545

Econometric Analysis

Units: 1.5

The basics of estimation and hypothesis testing in the classical linear regression model, with empirical exercises using actual economic data. Topics typically covered include: testing and imposing linear restrictions; dummy variables; specification error; multicollinearity; measurement error; serial correlation; heteroskedasticity; panel data; simultaneity; and an introduction to time-series analysis.

Graduate course in the Economics program administered by the Faculty of Graduate Studies.