Introduction to Econometrics I - Spring 2014
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The course provides an elementary but comprehensive introduction to the practice of econometrics. It deals with applications of statistical methods to the testing and estimation of economic relationships. The main topics covered include the simple linear regression model and ordinary least squares estimation (OLS), extensions of the simple linear regression model,  statistical inference, prediction, two variable regression model, multiple regression model, multiple regression model in matrix form, Frisch-Waugh theorem, estimation and inference, specification analysis and model evaluation, non-nested tests and encompassing forecasting, multicollinearity, nature and consequences of multicollinearity, detection of multicollinearity and estimation, dummy independent variables, testing for structural change, recursive least squares and recursive stability tests, seasonality, and general to specific modeling.

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