FIN 6620 - Econometrics I

3 credit hours

(Same as ECON 6620.) Prerequisite: ECON 4620 or equivalent. Focuses on ordinary least squares regression analysis, covering the problems of specification, multicollinearity, heteroskedasticity, autocorrelation, and endogeneity. SAS statistical software used as a tool for manipulating data, for conducting forecasts, for carrying out Monte-Carlo simulations, and for performing statistical inference.

Click here for the Fall 2024 Schedule of Classes