Econometrics: Part II
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.
- 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.