Jun 30, 2022  
2014-2015 University Catalog 
2014-2015 University Catalog [ARCHIVED CATALOG]

AGEC 65000 - Application Of Quantitative Analysis: Econometrics I

Credit Hours: 3.00. Brief presentation of probability concepts, mathematical expectation, probability density and distribution functions as background for studying principles of economic model construction. Emphasis is on econometric single equation models, principles of estimation, the general linear model, tests of hypothesis, confidence interval estimation, and special topics such as errors in the variables, multicollinearity, dummy variables, hetero-scedasticity, autocorrelation and prediction problems. Prerequisite: STAT 51100 ; ECON 51100  or ECON 60700 , matrix algebra. Typically offered Fall.