Course Description

Course Name

Introduction to Econometrics

Session: VSOU1422

Hours & Credits

3 Credits

Prerequisites & Language Level

Taught In English

  • There is no language prerequisite for courses at this language level.

Overview

First, this course will cover the statistical concepts for econometric analysis such as single (multiple) regression analysis, ordinary least squares (OLS), Logit and Probit Models and violations of standard assumptions such as heteroskedasticity and multicollinearity. Second, this course will introduce the basic models for time series analysis such as stationary and nonstationary time series, analysis of trends using regression methods, ARIMA, model specification, transformations, parameter estimation, model diagnostics, forecasting, Seasonal ARIMA time series models, and GARCH models.

*Course content subject to change