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ECON 662D1 Econometrics (3 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 2022

Instructors: Davidson, Russell (Fall)

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