Course Code : 2952356
Course Credit : 3(3-0-6)
(Prerequisites: 2952355 INTRO ECONOMET)
ECONOMET THEO
Course Description :
Matrix algebraic approach to econometric methods; simultaneous equation models; identification problems; methods of simultaneous equation estimation; systems of regression equations; Seemingly Unrelated Regression Estimation and Generalized Least Squares; non-linear estimation for single and several parameters; models of qualitative choice; introduction to time series models, stationary and non-stationary stochastic process, co-integration and error correction models.