Applied Statistics & Econometrics II

PREREQUISITE: G31.1101 OR PERMISSION OF INSTRUCTOR.

NON FAS ECON STUDENTS MUST RECEIVE MA DGS APPROVAL PRIOR TO REGISTRATION STUDENTS MUST HAVE TAKEN AND PASSED ECON-GA 1101 IN THE FALL SEMESTER. STUDENTS MUST ALSO REGISTER FOR LAB SEC 002.

Introduction to single-equation regression estimation; ordinary least-squares estimation, confidence intervals, and significance testing; lags, dummy variables; multicollinearity; autocorrelation; heteroscedasticity and variable selection. Students are required to use a standard computer regression package to test a model of their choosing.