Course Description

Economics 123a/b Econometrics II

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

Antirequisite: Economics 223a/b, and all other University- level courses in statistics except Economics 122a/b.
Prerequisite: Economics 122a/b.
3 lecture hours, half course.


Academic Calendar
[Table of Contents] [Index]
[Courses by Subject] [Courses by Name] [Awards by Category] [Awards by Name] [Calendar Search]