ECON 2517 - Intermediate Econometrics II

This course provides an in-depth introduction to the advanced econometric techniques used to analyse data sets in economics, business and finance. It builds on statistics, inference and regression but does not include time series econometrics. The focus is on understanding the theory of the methods involved, as well as interpreting and commenting on the results obtained using statistical software. The course introduces multiple regression analysis, which remains the most commonly used statistical technique in econometrics. It considers various aspects of linear regression models and may include dummy variables, different functional forms and the consequences of violation of the classical regression assumptions.