Course Description Course Description
| Economics 223a/b Intermediate 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; 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) |
| Academic Calendar |
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