|36-474 Econometrics I (3-0)|
This course discusses the classical linear regression model and its extensions including generalized least squares and the theory and application of F-statistics. The maximum likelihood principle is introduced, as are alternative approaches to testing, e.g. LM, LR and Wald tests. Additional topics at the instructor's discretion. Matrix algebra is used and important results are proved.
|1998-99 Undergraduate Calendar|