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ECON 662. Econometrics 1.

Credits: 3
Offered by: Economics (Graduate Studies)
Terms offered: Fall 2026
View offerings for Fall 2026 in Visual Schedule Builder.

Description

A broad treatment of linear methods: OLS, GLS, and IV mainly, and show how to apply the bootstrap to these models, with particular reference to parametric specification testing, and diagnostic testing (autocorrelation, heteroskedasticity, normality, parameter constancy).
  • Restriction: Not open to students who have taken ECON 662D1/D2

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