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
linear
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.
The
time series analysis in this course is intended to provide the
requisite
material for later courses and will have an econometric rather than
statistical emphasis.

Required texts:
J. Johnston and J. DiNardo, Econometric methods, Fourth Edition.
McGraw-Hill (1996)
P.H. Franses, Time Series Analysis for Business and Economic
Forecasting,
Cambridge, 1998.