Course Description

Economics 223a/b Intermediate Econometrics II

An introductory course in regression analysis which covers: multivariate probability distributions; the classical linear regression model; heteroskedasticity; autocorrelation; introduction to time series; unit roots and cointegration; dynamic linear models; diagnostic testing; instrumental variables; nonlinearities and limited dependent variables.

Antirequisites: Economics 123a/b and all other University-level courses in statistics except Economics 222a/b. The former Economics 223F/G.
Prerequisite: Economics 222a/b.
3 lecture hours, half course.
(Huron, King's)


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