Economics | Econometric Theory and Practice II
E472 | 6283 | Jacho-Chavez, D.
Emphasis is on the matrix formulation and computer estimation methods
for single and multiple equation classical regression models using
economic and business data. Attention is given to the assumptions
required for testing a single coefficient, sets of coefficients, and
the complete regression model. Special topics include
heteroscedasticity, multicollinearity, errors in variables,
autocorrelation, and system identification.