Intermediate Econometrics

AY2015/2016 Semester 2

This course builds on the earlier Principles of Econometrics by considering further inferential issues related to the multiple regression model. In addition, dynamic economic models are discussed and are shown to represent many economic relationships. Topics covered include heteroskedasticity, autocorrelation, multicollinearity, omission of relevant variables, inclusion of irrelevant variables; selecting the set of regressors, autoregressive and distributed lag models.