Course Details

Title Econometrics
Field of Study Business, Economics
Professor hanyang (
Type Academic course
Credits 3
Contact hours 45
Schedule Evening
Course code ECO3007
Course number 18032
Description 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 Basic College Algebra. Textbook: Damodar Gujarati, Econometrics by Example, 2nd Edition, Palgrave Macmillan (2014). (Optional) Materials: Regular Calculator needed.
Materials Econometrics_Jong-Min Kim
Lesson Plan
Last Updated April 12, 2022
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