ECON 2504 - Intermediate Econometrics II

This course provides an introduction to the techniques used to analyse data sets in economics, business and finance. It focuses on understanding the methods involved, using statistical software to provide the results and then interpreting and commenting on these results. The course reviews basic statistics, regression and inference, and then introduces multiple regression analysis, which remains the most commonly used statistical technique in econometrics. The remainder of the course considers various practical aspects of linear regression models and may include dummy variables, different functional forms, the consequences of violation of the classical regression assumptions and an introduction to time series methods.