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Apr 28, 2024
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ECON 6113 - Cross-Section and Time-Series Econometrics
Introduces the advanced study of the theory and application of statistics to economic problems. Topics include: derivation of the least-squares estimator; methods with which to detect and correct for potential problems with the classical regression model; maximum likelihood estimation; instrumental variables regression; the problems with multicollinearity, heteroscedasticity, and autocorrelation; introduction to the time-series estimation, including ARIMA models and basic forecasting tools.
Credit Hours: (3)
Restriction(s): Permission of Graduate Program Director.
Cross-listed as: STAT 6113 .
Most Recently Offered (Day): Spring 2016
Most Recently Offered (Evening): Spring 2018, Fall 2017, Spring 2017
Schedule of Classes
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