Note: This is the 2019–2020 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
Overview
Economics (Arts) : A broad treatment of econometric methods, with particular reference to time series processes. Estimation of linear and non-linear models, GLS, IV, Maximum Likelihood, parametric specification testing for linear and non-linear hypotheses, diagnostic testing (autocorrelation, heteroskedasticity, normality, parameter constancy, etc.), modelling technique, non-stationary data processes.
Terms: Fall 2019, Winter 2020
Instructors: Chaudhuri, Saraswata (Fall) Galbraith, John W (Winter)
