Academic Calendar - 2020 ARCHIVE

Western University Academic Calendar. - 2020ARCHIVE
Western Main Campus

Economics 2123A/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(s): Economics 2223A/B.

Prerequisite(s): Economics 2122A/B or Statistical Sciences 2035 with a mark of 70; and 0.5 course from: Mathematics 1225A/B, Calculus 1000A/B, Calculus 1500A/B.

Extra Information: 3 lecture hours.

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

This course is also offered at:

Huron King's

This Course is Mentioned in the Following Calendar Pages: