ECON 662 Econometrics 1

3 credits · Economics · Graduate Studies · Offered: Fall

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).

Restrictions

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

Courses that need ECON 662

ECON 663
ECON 742

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