Course Description

36-474 Econometrics I (3-0)

This course discusses the classical linear regression model and its extensions including distributed lags, generalized least squares, seemingly unrelated regressions, and simultaneous equation systems. Matrix algebra is used and certain important results are proved.

Prerequisites: 36-374.

1996-97 Undergraduate Calendar

Last revised: August 28, 1996. Contact: ccrenna@registrar.uoguelph.ca.