Feedback

Note: This is the 20122013 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

ECON 662D1 Econometrics (3 credits)

Offered by: Economics (Faculty of Arts)

Administered by: Graduate Studies

Overview

Economics (Arts) : A broad treatment of econometric methods, with particular reference to time series processes. Estimation of linear and non-linear models, GLS, IV, Maximum Likelihood, parametric specification testing for linear and non-linear hypotheses, diagnostic testing (autocorrelation, heteroskedasticity, normality, parameter constancy, etc.), modelling technique, non-stationary data processes.

Terms: Fall 2012

Instructors: John W Galbraith (Fall)

  • Students must register for both ECON 662D1 and ECON 662D2
  • No credit will be given for this course unless both ECON 662D1 and ECON 662D2 are successfully completed in consecutive terms
  • ECON 662D1 and ECON 662D2 together are equivalent to ECON 662