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
Instructors: Galbraith, John W (Fall)
- Students must register for both ECON 662D1 and ECON 662D2
- No credit will be given for this course unless both ECON 662D1 and ECON 662D2 are successfully completed in consecutive terms
- ECON 662D1 and ECON 662D2 together are equivalent to ECON 662