ECON 450 - Advanced Econometrics

Estimation methods, including least squares and maximum likelihood; specification testing, including t, F, likelihood ratio and Lagrange multiplier tests; serial correlation and heteroskedasticity; dynamic models and simultaneous equation models. Extensive use of calculus and linear algebra.

Prerequisites:

ECON 351 and 452

Additional Information:

Offered concurrently with ECON 852. Students must have special permission of the instructor and Chair of Undergraduate Studies to take this course. Not offered every year.