ECON 662 Econometrics 1 (3 unités)

Offered by: Économie (Arts et service social)

Administered by: Études supérieures et recherch

Vue d'ensemble

Économie (Arts) : A broad treatment of linear methods: OLS, GLS, and IV mainly, and show how to apply the bootstrap to these models, with particular reference to parametric specification testing, and diagnostic testing (autocorrelation, heteroskedasticity, normality, parameter constancy).

Terms: Automne 2024

Instructors: Davidson, Russell (Fall)

  • Restriction: Not open to students who have taken ECON 662D1/D2

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