ECO 5185 Econometrics I
3 crédits
Science economique
Faculte des sciences sociales
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.
Volet:
Cours magistral
Terme proposées précédemment:
Automne
Hiver
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Hiver 2022 - B00
Moyenne C+ (4.667)
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12 étudiants
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