ECON 662 Econometrics (6 unités)

Offered by: Économie (Arts et service social)

Administered by: Études supérieures et recherch

Vue d'ensemble

Économie (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: Automne 2018, Hiver 2019

Instructors: Victoria Zinde-Walsh (Fall) Saraswata Chaudhuri (Winter)