ECON302Undergraduate
Introduction to Econometrics II
Printed in the catalogue as INTRODUCTION TO ECONOMETRICS II
Course content
Dummy Variables: testing structural change, estimating the prediction error variance, seasonal adjustment and pooling cross-sectional and time-series data. Lagged Variables: the polynomial distributed lag and the geometric distributed lag. Autocorrelation and heteroscedasticity. Simultaneous equations; identification and single-equation estimation.
Where it sits in a curriculum
Programs whose published curriculum lists this course, and the term it falls in. Your own curriculum is the one that counts.
- EconomicsYear 3, Spring semester
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