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:
Organized
148 responses
4.26
/ 5
Clear Expectations
50 responses
4.24
/ 5
Learned a Lot
149 responses
4.15
/ 5
Recommend
99 responses
3.71
/ 5
Workload
99 responses
1.92
/ 5
Fair Assessments
149 responses