An extension of ECON 4706. Topics include dummy variables, qualitative and limited dependent variables, and simultaneous equation models. Optional topics include simple expectations models, errors in variables, specification tests and diagnostics checks, distributed lag models, and seemingly unrelated regression models. Prerequisite(s): ECON 4706 with a grade of C- or higher, or STAT 3503 with a grade of C- or higher.Lectures three hours a week.
An extension of ECON 4706. Topics include dummy variables, qualitative and limited dependent variables, and simultaneous equation models. Optional topics include simple expectations models, errors in variables, specification tests and diagnostics checks, distributed lag models, and seemingly unrelated regression models. Prerequisite(s): ECON 4706 with a grade of C- or higher, or STAT 3503 with a grade of C- or higher.Lectures three hours a week.