Skip to main content

Regression Models / Econometric

July 15, 2024

This course focuses on the application of statistical tools used to estimate economic relationships. The course begins with a discussion of the linear regression model and examination of common problems encountered when applying this approach, including serial correlation, heteroscedasticity, and multicollinearity. Models with lagged variables are considered, as is estimation with instrumental variables, two-stage least squares, models with limited dependent variables, and basic time-series techniques.