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ECON 662 Econometrics 1 (3 unit茅s)

Offered by: 脡conomie (Arts et service social)

Administered by: 脡tudes sup茅rieures et recherch

Vue d'ensemble

脡conomie (Arts) : A broad treatment of linear methods: OLS, GLS, and IV mainly, and show how to apply the bootstrap to these models, with particular reference to parametric specification testing, and diagnostic testing (autocorrelation, heteroskedasticity, normality, parameter constancy).

Terms: Automne 2022, Hiver 2023

Instructors: Davidson, Russell (Fall) Chaudhuri, Saraswata; Wang, Endong (Winter)

  • Restriction: Not open to students who have taken ECON 662D1/D2

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