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Mar 29, 2024
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ECON 635 - Econometrics I Basic topics of econometrics are discussed, including simple linear regression models, violation of classical assumptions (heteroskedasticity, autocorrelation, etc.), multiple linear regression models, multicollinear-ity, specification errors, dummy variables models, basic simultaneous equations models, causality tests, unit root tests, cointegration tests, error correction model.
Prerequisites Prereq: 500 and 501.
Credits: (5)
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