ECON 366

Econometrics: Part II

Units: 1.5

Hours: 3-1-0

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.

Notes:

  • 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:

Recommendation(s):

Undergraduate course in Economics offered by the Department of Economics in the Faculty of Social Sciences.

Schedules:
Summer 2018 Fall 2018 Spring 2019

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

Before these dates the class schedule will show "No classes were found that meet your search criteria". If this message is shown after these dates, the course is not scheduled for the selected term.