Course Catalog

GRAD > PPOL-G > 605

Stats II: Econometrics

This required statistics course is the second term of the statistics sequence. It is devoted to three widely used regression methods in statistics and social science research: ordinary least squares, probit, and logit regression models. The approach is both theoretical and applied. The focus is on how to formulate a model, specify its mathematical form, and use it to test hypotheses and estimate outcomes. The course also explores some common statistical problems encountered in estimating regression models--including missing variables, multi-collinearity, and heteroskedasticity, and diagnostic procedures that identify these problems. This required statistics lab course is the second term of the statistics sequence. It is devoted almost exclusively to a study of multiple regression and time series analysis methods, focusing on regression diagnostics and remedies. Topics include weighted least squares and non-linear transformations, the special nature of dummy variables,and the particular problems associated with serially correlated errors in time series models. (Course offered in the spring only.)

Offered in:

2016 Spring

Section Class Number Weekly Schedule Time Instructor Location
01 2065 MW 10:00 AM - 11:50 AM Porell,Frank W W03-0125 More Info