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ECON 662 Econometrics 1 (3 credits)

Offered by: Economics (Faculty of Arts)

Administered by: Graduate Studies

Overview

Economics (Arts) : A broad treatment of linear methods: OLS, GLS, and IV mainly, and show how to apply the bootstrap to these models, with particular reference to parametric specification testing, and diagnostic testing (autocorrelation, heteroskedasticity, normality, parameter constancy).

Terms: Fall 2022, Winter 2023

Instructors: Davidson, Russell (Fall) Chaudhuri, Saraswata; Wang, Endong (Winter)

  • Restriction: Not open to students who have taken ECON 662D1/D2

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