Topics in this unit include the linear regression model; heteroscedasticity; serial correlation; SURE model; the linear simultaneous equation model; identification; instrumental variable estimation; reduced-form estimation; diagnostic testing; time-series models; nonstationary models; cointegration; VAR processes; logit and probit analysis. -- Course Website
Prerequisites: ECON2271 Business Econometrics (or equivalent); for pre-2012 courses: ECON2271 Business Econometrics (or equivalent) and ECON2272 Intermediate Mathematics for Economists (or equivalent matrix, algebra or statistics)
