Request to establish ECON 6113 (Cross-Section and Time-Series Econometrics)

Memo Date: 
Monday, May 25, 2009
To: 
Belk College of Business
From: 
Julie Putnam, Administrative Assistant to Faculty Governance
Approved On: May 7, 2009
Implementation Date: 2009

Note: Deletions are strikethroughs.  Insertions are underlined.


Catalog Copy

ECON 6113. Cross-Section and Time-Series Econometrics. (3)  Prerequisite: permission of the graduate program coordinator.  This course introduces the advanced study of the theory and application of statistics to economic problems.  Topics include derivation of the least-squares estimator; methods with which to detect and correct for potential problems with the classical regression model; maximum likelihood estimation; instrumental variables regression; the problems with multicollinearity, heteroscedasticity, and autocorrelation; introduction to the time-series estimation, including ARIMA models and basic forecasting tools.  (Fall)