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
Équivalent Français:
Organisé
135 réponses
4.25
/ 5
Attentes claires
37 réponses
4.19
/ 5
Beaucoup Appris
136 réponses
4.11
/ 5
Recommander
99 réponses
3.71
/ 5
Charge de Travail
99 réponses
1.92
/ 5
Évaluations Équitables
136 réponses