An extension of Economics 3950 (Econometrics I). Topics include dummy variables, qualitative and limited dependent variables, and simultaneous equation models. Optional topics include simple expectations models, errors in variables, specification tests and diagnostics checks, distributed lag models, and seemingly unrelated regression models.
An extension of Economics 3950 (Econometrics I). Topics include dummy variables, qualitative and limited dependent variables, and simultaneous equation models. Optional topics include simple expectations models, errors in variables, specification tests and diagnostics checks, distributed lag models, and seemingly unrelated regression models.
