Courses

G651

Econometrics I

  • 15-weeks
  • 3 credits
  • Prerequisite: None

This course deals with multiple regression models, generalized least squares, and distributed lag models. We will discuss various models, estimations, and inference problems. We will examine the use of a computer to application of economics and business problems. At the beginning of the semester, you select a paper in your area of interest from a refereed journal published in the last five years. The paper should contain some applied econometrics about which you want to learn more. You are going to replicate, modify, and/or extend the paper by using the same or related data. It will be desirable to choose a paper which could become a part of your dissertation research.

Kelley School of Business

Faculty & Research