Vue d'ensemble
脡conomie (Arts) : A broad treatment of econometric methods, with particular reference to time series processes. Estimation of linear and non-linear models, GLS, IV, Maximum Likelihood, parametric specification testing for linear and non-linear hypotheses, diagnostic testing (autocorrelation, heteroskedasticity, normality, parameter constancy, etc.), modelling technique, non-stationary data processes.
Terms: Automne 2009, Hiver 2010
Instructors: Davidson, Russell (Fall) Zinde-Walsh, Victoria (Winter)