AGEC 56103 — Econometrics
Use of economic theory and statistical methods to estimate economic models. The single equation model is examined emphasizing multicollinearity, autocorrelation, heteroskedasticity, binary variables and distributed lags and model specification. Prerequisite: MATH 22003 and knowledge of matrix methods, (which may be acquired as a corequisite), and ( AGEC 11003 or ECON 22003 ) and ( AGEC 24003 or MATH 21003 or BUSI 10303). (Typically offered: Spring)
Prerequisites: MATH 22003