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Applied Econometrics - ECON4201 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Description This course takes a modern approach to applied econometric work. Various empirical problems are considered and the strengths and weaknesses of available ways of solving them are examined. Attention will be given to such matters as diagnostic tests in an LM framework, various forms of autocorrelation and heteoskedasticity, trending data, and outliers and influential observations. Practical experience is gained both from the study of the empirical literature and from class projects.
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