ECO 5185 Econometrics I
3 units
Economics
Faculty of Social Sciences
The classical model of multiple linear regression. Relaxation of the classical least-squares assumptions: autocorrelation, heteroscedasticity and multicollinearity. Generalized least-squares estimation. Simultaneous equation models: foundation, specification, identification, and estimation. Indirect least-squares and two-stage least squares methods of estimation. Distributed-lag models. Dummy variables. Pooling cross-section and time-series data. This course is equivalent to ECON 5027 at Carleton University.
Components:
Lecture
Previously Offered Terms:
Fall
Winter
French Equivalent:
All Professors
B Average (6.389)
Most Common: B (23%)
247 students
F
D
C
B
A-
A+
Unknown Professor
Winter 2022 - B00
C+ Average (4.667)
Most Common: B (33%)
12 students
F
D
C
B
A-
A+