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Applied Econometrics
ECON 6306
School of Economic, Political and Policy Sciences
This course investigates the consequences of relaxing the classical linear regression model assumptions and explores solutions when the assumptions do not hold. Topics include a review of the Ordinary Least Squares (OLS) basics (including the assumptions, hypothesis testing, multicolinearity, dummy variables and heteroskedasticity), model specification and selection, Generalized Least Squares (GLS), maximum likelihood estimation, binary choice models, simultaneous equation models, instrumental variables, time series and fixed and random effects models. 3 credit hours.
Offering Frequency: Each year
Grades: 409
Median GPA: A
Mean GPA: 3.667
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Applied Econometrics
ECON 6306
School of Economic, Political and Policy Sciences
This course investigates the consequences of relaxing the classical linear regression model assumptions and explores solutions when the assumptions do not hold. Topics include a review of the Ordinary Least Squares (OLS) basics (including the assumptions, hypothesis testing, multicolinearity, dummy variables and heteroskedasticity), model specification and selection, Generalized Least Squares (GLS), maximum likelihood estimation, binary choice models, simultaneous equation models, instrumental variables, time series and fixed and random effects models. 3 credit hours.
Offering Frequency: Each year
Grades: 409
Median GPA: A
Mean GPA: 3.667
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