Introduction to Econometrics

There are many schools of thought on econometric methodology, and in this course we concentrate on the traditional or classical methodology. Students will learn the theory and the application of the Ordinary Least Square (OLS) estimation. Moreover, this course covers inferential statistics on the parameters and the classical linear assumptions on the residuals. Students will learn how to build a robust econometric model and estimate it. Prerequisites: ECN 211, ECN 212, MAT 204, STA 207 or STA 210.