ECO 2151 Introduction to Econometrics
3 units
Economics
Faculty of Social Sciences
Definition and scope of econometrics. The simple linear regression model and the method of ordinary least squares. Properties of the estimators. Statistical tests of significance. Problems of omitted variable bias and use of control variables. The multiple regression model and the assumption of conditional mean independence. Heteroskedasticity and robust standard errors. Dummy variables. Optional topics include analysis of time series and panel data. Previously ECO 3151.
Components:
Lecture
Previously Offered Terms:
Fall
Winter
French Equivalent:
Organized
180 responses
4.68
/ 5
Clear Expectations
180 responses
4.56
/ 5
Learned a Lot
180 responses
4.57
/ 5
Fair Assessments
180 responses