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2021-22 Spring - ECON5300 - Econometrics

Course

Description

Ordinary least squares, multiple regression and maximum likelihood estimation; variable selection and model specification; multicollinearity; heteroscedasticity and serial correlation; errors in variables; Endogeneity and instrumental variable regression; panel data model; generalized method of moment.
Course period1/02/2230/06/22
Course levelPG
Course formatLecture