ECON 3140 - Econometrics

(SDS-AS, SSC-AS) (OPHLS-AG, SBA-AG)

Spring. 4 credits. Student option grading.

Forbidden Overlap: due to an overlap in content, students will not receive credit for both ECON 3120 and ECON 3140.
Prerequisite: ECON 3130.

Staff.

Introduction to the theory and application of econometric techniques. Emphasis is on foundations and development of econometric models, focusing on how a theoretical economic model can be placed into a statistical framework where data is used for the purposes of prediction/forecasting, measurement, and/or testing of economic theory. Topics include estimation and inference in bivariate and multiple regression models, instrumental variables, regression with qualitative information, heteroskedasticity, serial correlation.