Economics | STAT TECHNIQUES IN ECONOMICS
E572 | 1714 | Prof. Trivedi
E572 Course Description
Pre-requisites: E571 or equivalent.
This course will cover the theory and application of the general
regression model and its various exensions. Univariate time series
analysis and time series regression models are also covered. Emphasis
will be on rigorous development of the material using matrix notation.
time series analysis in this course is intended to provide the
material for later courses and will have an econometric rather than
J. Johnston and J. DiNardo, Econometric methods, Fourth Edition.
P.H. Franses, Time Series Analysis for Business and Economic