Middlebury Institute of International Studies at Monterey

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ECON0311A-F12

Theoretical Econometrics

Theoretical Econometrics
Theoretical Econometrics will introduce students to the theoretical reasoning underpinning regression analysis as covered in ECON 0211. The course will begin with regression analysis as a method of data summary, focusing on geometric properties that hold for all data sets. We will introduce progressively the assumptions of the classical linear regression model to provide clear relationships between probabilistic assumptions and statistical properties and the arguments that justify them. We will conclude by exploring generalizations to basic regression that are motivated by violations of the classical assumptions. Throughout the course, students will encounter the interaction between economic and econometric modeling. (ECON 0211) 3 hrs. lect.
Course Reference Number (CRN):
92987
Subject Code:
ECON
Course Number:
0311
Section Identifier:
A

Course

ECON 0311

All Sections in Fall 2012

Fall 2012

ECON0311A-F12 Lecture (Ruud)