Econometrics Course Overview

Seite 1

The nature and scope of Econometrics

Basics of Probability and Statistics

The Linear Regression Model: the two-variable model, estimation and hypothesis testing

Multiple Regression Estimation, Goodness of Fit and Hypothesis Testing

Functional forms of Regression Models: how to measure elasticity and the growth rate, reciprocal models

Regression on Dummy Explanatory Variables

Regression Analysis in Practice: multicollinearity and heteroscedasticity

Autocorrelation and spurious regression in economic time series data