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ECON 662 Econometrics (6 credits)

Note: This is the 2020–2021 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Economics (Faculty of Arts)

Administered by: Graduate Studies

Overview

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 2020, Winter 2021

Instructors: Davidson, Russell (Fall) Galbraith, John W (Winter)

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