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Econometrics

Subject Area
Course Number
ECON 104 920
Course Code
ECON104920
Course Key
66068
Day(s)
Tuesday
Thursday
Time
1:15pm-5:05pm
1:15pm-5:05pm
Instructor
KURIKSHA, ARTEM
Prerequisites
ECON 101, 103; MATH 104, MATH 114 or MATH 115 or permission from instructor.
Primary Program
Course Description
This course is designed to introduce students to econometric techniques and their applications in economic analysis and decision-making. The main objective of the course is to train the student in (i) handling economic data; (ii) quantitative analyses of economic models with probabilistic tools; (iii) econometric techniques, their application as well as their statistical and practical interpretation; (iv) implementing these techniques on a computer. Estimation and inference procedures are formally analyzed for simple econometric models and illustrated by empirical case studies using real-life data. The course covers linear regression models, simultaneous-equations models, discrete choice models and univariate time series models. Estimation and Inference is conducted using least squares and likelihood based techniques. Students are required to perform several econometric analyses of their own.
Subject Area Vocab