Fall 2013 – Summer 2014
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 2013, Winter 2014
Instructors: John W Galbraith (Fall) Victoria Zinde-Walsh (Winter)