Estimation methods, including least squares and maximum likelihood; specification testing, including t, F, likelihood ratio and Lagrange multiplier tests; serial correlation and heteroskedasticity; dynamic models and simultaneous equation models. Extensive use of calculus and linear algebra.
Offered concurrently with ECON 852. Students must have special permission of the instructor and Chair of Undergraduate Studies to take this course. Not offered every year.
This course is not currently offered.