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ECON 5525
Econometric Methods
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Continuation of ECON 425. The major problems encountered in building and testing economic models are treated and alternative solutions to these problems are discussed. Major topics include corrections for heteroscedasticity and autocorrelation, maximum likelihood and BLUE estimation, simultaneous equations methods, probit and logit analysis and distributed lags. Other topics may include ARIMA or other series analytic methods, three stage least squares and dynamic multipliers or simulation. Work with econometric software is stressed. No programming experience necessary. Prerequisite: ECON 425 or equivalent and ECON 521
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Faculty:
College of Arts & Sciences
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Department:
Economics
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