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ECON 424/524
INTRODUCTORY ECONOMETRICS
Dr. Tung Liu
- Course Description
- Econometrics deals with the application of statistical methods to economics.
You will need to have one semester of statistics before you can enroll in
this class. At the beginning of this course, we will briefly review elementary
probability and statistics. This course emphasizes the multiple linear regressions
and the estimation procedures that improve upon the ordinary least squares
estimation. Economic and financial data will be used for student's empirical
studies. The students are required to learn a statistical package for econometric
empirical works.
Prerequisite: ECON 221.
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- Actuarial Science Majors
- This course is elective to actuarial science majors. This course meets the
requirement of the Society of Actuaries'
Validation by Educational Experience (VEE)–Applied Statistics credit.
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- Contents
- Part I. Introduction (Chapter 1)
Part II. Review of Probability and Statistics (Chapter 16)
Part III. The Two-Variable Regression (Chapters 2, 4, 5)
Part IV. The Multiple Linear Regression (Chapters 2, 4, 5)
Part V. Using the Multiple Regression Model (Chapters 7, 12)
Part VI. Checking Assumptions for the Linear Regression Model (Chapters 6,
8-10)
Part VII. Advanced Time Series Topics (Chapters 12, 15)
Part VIII. Writing an Empirical Project (Chapters 3, 11)
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- External Links
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