Academic Calendar - 2022

Western University Academic Calendar. - 2022
Huron

Economics 2223A/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; unit roots and cointegration; dynamic linear models; diagnostic testing; instrumental variables; nonlinearities and limited dependent variables.

Antirequisite(s) at Main Campus: Economics 2123A/B and Statistical Sciences 3859A/B. Antirequisite(s) at Huron and King's: Economics 2123A/B.


Extra Information: 3 lecture hours.

Course Weight: 0.50
Breadth: CATEGORY A i  
Subject Code: ECONOMIC

This course is also offered at:

Western Main Campus King's

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