Nov 28, 2024  
Graduate Catalog | 2020-2021 
    
Graduate Catalog | 2020-2021 Previous Edition

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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


Schedule of Classes




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