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Yaroslav Kryukov,


Undergraduate Economics


B.A. in Economics, B.S. in Economics, B.S. in Economics and Statistics, B.S. in Economics and Mathematical Sciences, Additional Major in Economics, Additional Major in Economics and Statistics, Required

Course Description

This course takes as its starting point ordinary-least-squares estimation and the linear regression model, which are presented utilizing vector and matrix notation. This is followed by the application of OLS to non-linear models. Cases are then considered where the various assumptions of OLS do not hold and what corrective actions should be taken. Topics include: nonlinear-least-squares, two-stage estimation, instrumental variables, simultaneous equations, maximum likelihood estimation, and logit/probit models. Minimum grade standard of "C" applies only to economics courses.  Note: This course will be retired after the Fall 2015 semester.  Beginning in Spring 2016 semester, a new econometrics sequence will be offered.


Lecture: 160 min/wk and Recitation: 50min/wk


J.M. Wooldridge,"Introductory Econometrics: A Modern Approach" (4th edition), South-Western, 2008.


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