Apr 30, 2024  
2012-2013 Undergraduate Bulletin 
    
2012-2013 Undergraduate Bulletin [Archived Catalog]

ECON E472 - Econometric Theory & Pract II


Emphasis is on the various extensions of the classical linear regression model such as multiple equations, limited dependent variables, time-series and panel data models using economic and business data. Special topics include instrumental variables, stationary and nonstationary data, fixed and random effects models, probit/logit, censored regression and sample selection. Several software packages are used in computer lab applications.

Preparation for Course
P: ECON E270, ECON E321.

Cr. 3.