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 2010, Hiver 2011
Instructors: Galbraith, John W (Fall) Dufour, Jean Marie (Winter)