ECON623

Econometrics I

Prerequisite: Must have advanced knowledge of probability, statistics, and linear algebra. Restriction: Permission of BSOS-Economics department. Specification, estimation, hypothesis testing and prediction in the classical and generalized linear regression model. Topics include: ordinary least squares, generalized least squares, instrumental variableestimation, quantile regression, finite and large sample analysis and general testing principles including misspecification tests. The course will also provide instructions on the use of a major statistical packagesuch as Stata or TSP.

Fall 2024

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Fall 2023

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Past Semesters

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* "W"s are considered to be 0.0 quality points. "Other" grades are not factored into GPA calculation. Grade data not guaranteed to be correct.