| Course ID: | ECON 8080. 3 hours. |
| Course Title: | Introduction to Econometrics |
Course
Description: | Linear regression models, with special attention to estimator properties and hypothesis testing under various statistical assumptions. Least-squares, maximum likelihood, and method-of-moments estimation procedures and seemingly unrelated regressions and simultaneous equation models. |
| Oasis Title: | INTRO ECONOMETRICS |
| Prerequisite: | ECON 8070 |
Semester Course
Offered: | Offered every year. |
| Grading System: | A-F (Traditional) |
|
| Course Objectives: | The class will develop an understanding of the specification and estimation of linear
regression models, with special attention to estimator properties and hypothesis
testing under different statistical assumptions. Ordinary least-squares,
maximum-likelihood and method-of-moments estimators are covered. The class is also
introduced to other regressions and simultaneous equation models. |
| Topical Outline: | Statistics Review
Cross-Section Regression
Time-Series Regression
Seemingly Unrelated Regressions
Introduction to Simultaneous Equations |