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Thunder Bay • Orillia

Economics (ECON) Graduate Courses Listing - Econometrics II

Economics 5119 Econometrics II
Emphasis on applied econometrics. Use of the computer in econometrics. Advanced regression theory. Static and dynamic models. Specification tests. Testing linear restrictions. The likelihood ratio and Lagrange multiplier tests. The instrumental variable method.
Credit Weight: 0.5
Prerequisite(s): Economics 5115 or permission of the instructor
Offering: 3-1.5; or 3-1.5