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EE425

EE 425 Econometrics 1

3 (3-0-6)

Prerequisites: MA216 (or MA211) and ST217 (or ST212)

Applying statistical and economic theories to analyze economic data, including parameter estimation using the ordinary least squares (OLS) technique and hypothesis testing; simple and multiple regressions; estimations of parameters when independent variables consist of the dummy variable; examining problems in regression models, including autocorrelation, heteroscedasticity, multicollinearity, specification error, and stochastic regressors; other estimation techniques such as generalized least squares (GLS), maximum likelihood, and comparing different techniques; using computer applications to analyze econometric models.