May 19, 2024  
Undergraduate Bulletin 2009-2010 
    
Undergraduate Bulletin 2009-2010 [Archived Catalog]

ECON E472 - Introduction to Econometrics


Emphasis on formulation and computer estimation methods for single and multiple equation classical regression models using economic and business data. Attention is given to the assumptions required for testing a single coefficient, sets of coefficients, and the complete regression model. Special topics include heteroscedasticity, multicollinearity, errors in variables, autocorrelation, time series problems, and system identification and analysis.

Preparation for Course
P: ECON E270; E321.

Cr. 3.