ECON/STAT 6113. Cross-Section and Time-Series Econometrics. (3)

Prerequisite: permission of the program director.  This course introduces the advanced study of the theory and application of statistics to economic problems.  Topics include derivation of the least-squares estimator; methods with which to detect and correct for potential problems with the classical regression model; maximum likelihood estimation; instrumental variables regression; the problems with multicollinearity, heteroscedasticity, and autocorrelation; introduction to the time-series estimation, including ARIMA models and basic forecasting tools. (Fall, Spring)

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