This course builds on ECON 2040 by introducing: multivariate ordinary least squares regression using matrices; heteroscedasticity; and autocorrelation. Additional topics may include: instrumental variables; binary choice models; and panel data models. Students may not hold credit for ECON 3040 and either ABIZ 3080 or the former ECON 3180 [3 credits]
This course builds on ECON 2040 by introducing: multivariate ordinary least squares regression using matrices; heteroscedasticity; and autocorrelation. Additional topics may include: instrumental variables; binary choice models; and panel data models. Students may not hold credit for ECON 3040 and either ABIZ 3080 or the former ECON 3180 [3 credits]