ECN 395-02 - Advanced Special Topic: Advanced Econometrics

4 credits (Spring)

This course extends the analysis from ECN 286 to include a matrix reformulation of standard regression analysis plus additional work in time series. We also explore the analysis of limited dependent variables and discrete choices using Maximum Likelihood techniques. We use linear algebra to review Ordinary Least Squares and methods of coping with violations of the Gauss-Markov conditions including heteroskedasticity, serial correlation, multicollinearity, and endogenous independent variables, along with maximum likelihood estimation, Tobit, probit and multi-nominal Logitech.

Prerequisite: ECN 280, ECN 286, and MAT 215.
Instructor: Montgomery