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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.

All ECON courses