Learn Econometrics Analysis for Beginner

free - 1 / hr


This course will cover the classical regression model using matrix approach. Diagnostic testing and problems of estimation (multicollinearity, heteroscedasticity, autocorrelation) are discussed in the context of the relaxation of classical assumptions. Advanced topics on single-equation system cover independent and dependent dummy variables as well as distributed lag and autoregressive models. This course is taught using analytical and empirical approaches through the use of statistical software.