Econometrics (Masters)

Course Description

Provides standard econometric tools necessary to perform and evaluate empirical research in economics, either in a research or business environments. Three basic concepts in econometrics are introduced: quantifying uncertainty using confidence intervals; inferring causal relationships in regressions; and prediction based on regression estimates. Topics include heteroskedasticity, limited dependent variables, errors in variables, stationary and autocorrelated time series. Exercises will be assigned using statistical software packages.

Evaluation here