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EE425

Econometrics

EE425 Econometrics 1

3 (3-0-6)

Prerequisites : EE211 (or EE213), EE212 (or EE214), MA216 (or MA211) and ST216

(or ST211)

Applying statistical methods and economic theories to analyze economic data, including simple and multiple regressions; estimation using the ordinary least squares (OLS) hypothesis testing; and dummy variable. This course also examines various problems in regression models, including Multicollinearity, Heteroscedasticity, Autocorrelation, Specification Error, Stochastic Regressors; and some advanced topics in regression method such as Generalized Least Squares (GLS) estimation, System of regressions and Seemingly Unrelated Regression (SUR), Simultaneous Equation System and solving Endogeneity problem with instrumental variables. Trainings in econometrics softwares.