ECON 57200 - Econometrics II

Credit Hours: 2.00. This course reviews basic concepts in probability, mathematical statistics and linear algebra in order to obtain a more rigorous understanding of the linear regression model, its representation and assumptions, procedures for estimation and properties associated with the OLS estimator. We move on and apply what we have learned to the linear regression model. We discuss estimation and prediction, establish properties such as efficiency, unbiasedness, consistency and convergence in mean square. We conclude by considering a few nonlinear models appropriate for modeling binary outcomes. Permission of department required. Typically offered Fall Spring Summer.

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ECON 57200 - Econometrics II