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Nov 28, 2024
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STAT 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 department. Cross-listed Course(s): ECON 6113 . Most Recently Offered (Day): Course has not been offered at this time in the past 3 years Most Recently Offered (Evening): Fall 2020, Spring 2020, Fall 2019
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