ECON 662 — Econometrics 1

A broad treatment of linear methods: OLS, GLS, and IV mainly, and show how to apply the bootstrap to these models, with particular reference to parametric specification testing, and diagnostic testing (autocorrelation, heteroskedasticity, normality, parameter constancy).

• Rating: 3.33 out of 5 from 57 student reviews
• Difficulty: 4.33 out of 5
• Credits: 3
• Faculty: Graduate Studies
• Department: Economics

Sections offered

• Section 001 (Lec), Mon Wed 4:05-5:25 pm — unknown seats open