Syllabus
I. Summary of linear regression.
II. Regression for heteroscedastic data.
III. Time series regression.
IV. Special regression problems in econometrics (multicollinearity, nonlinear regression, model stability).
V. Regression models for limited outcomes.
VI. Panel data analysis.
VII. Econometric systems of equations
Annotation
Econometric generalizations of linear regression (heteroscedasticity, serial autocorrelation). Special regression problems in econometrics (multicollinearity, nonlinear regression, model stability).
Estimation methods in the regression model. Dynamic econometric models. Econometric systems of equations.