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Econometric Theory - ECON3203
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Faculty: Faculty of Commerce and Economics
 
 
School:  School of Economics
 
 
Contact: Caisley,Nadine Lee-Anne
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite: ECON2215
 
 
Session Offered: See Class Timetable
 
 
Fee Band: 2 (more info)
 
 

Description

This course covers: a coherent theoretical development of multiple regression analysis; restricted least squares and tests of exact linear restrictions on parameters; theoretical aspects of problems with data; basic approaches to econometric specification in nested and non-nested models; error autocorrelation and heteroskedasticity.

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