Course Description Course Description
| Economics 123a/b Econometrics II |
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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 |
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