ECON 66103 — Econometrics I
Use of economic theory and statistical methods to estimate economic models. The single equation model is examined emphasizing multicollinearity, autocorrelation, heteroskedasticity, binary variables and distributed lags. Prerequisite: MATH 22003 and knowledge of matrix methods, which may be acquired as a corequisite, and ECON 22003 , and an introductory statistics course or equivalent. (Typically offered: Fall)
Prerequisites: MATH 22003