Further problems in econometric
and technique: multicollinearity, autocorrelation, nonlinear
and the identification and estimation of systems of equations.
empirical research will be discussed and each student will be expected
to perform an original empirical study.
Prerequisite: Economics 4550.
Sample Programs, Textbook Examples, Homework Assignments, etc.
- Empirical Project
- Serial Correlation
- Distributed Lag Models
- Forecasting Models
- Qualitative and Limited Dependent
- Simultaneous Equation Models
- Data Series for Textbook Examples
- CANSIM Database Access
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