ECONOMICS 4551
Econometrics II
Slot: 11
Room: AA3095
Instructor: Dr.
N. Roy
Course Description
Further problems in econometric
theory
and technique: multicollinearity, autocorrelation, nonlinear
estimation,
and the identification and estimation of systems of equations.
Published
empirical research will be discussed and each student will be expected
to perform an original empirical study.
Prerequisite: Economics 4550.
Announcements
The Website contains an annotated
research paper that can serve as a sample paper for an introductory
econometrics class. It includes “bubble” annotations that describe the
purpose of each section, paragraph and table. The annotations
also point out conventions used for presenting descriptive statistics
and regression results, and for citing existing work. The Website also
includes a list of concepts with links to the places where each is
illustrated.