|Title||Introduction to Econometrics|
|Field of Study||Economics|
First, this course will cover the statistical concepts for econometric analysis such as single (multiple) regression analysis, ordinary least squares (OLS), Logit and Probit Models and violations of standard assumptions such as heteroskedasticity and multicollinearity. Second, this course will introduce the basic models for time series analysis such as stationary and nonstationary time series, analysis of trends using regression methods, ARIMA, model specification, transformations, parameter estimation, model diagnostics, forecasting, Seasonal ARIMA time series models, and GARCH models.
|Objective||The objective of this course is to introduce basic concepts and theory of econometric analysis with practical applications, mainly stock financial data.|
|Preparations||Textbook: Damodar Gujarati, Econometrics by Example, 2 nd Edition, Palgrave Macmillan (2014). Pre-knowledge: Basic College Algebra. Materials: Regular Calculator needed.|
|Last Updated||January 23, 2020|