ECON 310 - Advanced Topics in Econometrics

1 unit(s)

Analysis of the classical linear regression model and the consequences of violating its basic assumptions. Topics include maximum likelihood estimation, asymptotic properties of estimators, simultaneous equations, instrumental variables, limited dependent variables and an introduction to time series models. Applications to economic problems are emphasized throughout the course. Mr. Ruud.

Prerequisite: ECON 210 and MATH 126 and MATH 127 or equivalent.

Recommended: MATH 221 recommended.

Not offered in 2014/15.