ECON 421 – LEC 0.50 – Course ID: 004959 – Econometrics

Advanced treatment of topics covered in ECON 321 through the extensive use of matrix algebra and statistical theory. A review of required matrix algebra and statistical theory will be part of the course. Topics covered will include classical linear models and associated problems such as multicollinearity, functional form, heteroskedasticity and autocorrelation; restricted least squares; generalized least squares; and introduction to simultaneous equations. Prereq: ECON 201; one of ECON 211, MATH 106/125, 109, 115, 116, 117, 118, 119, 128, 136, 138, 146, 148; one of ECON 321, STAT 331, 361, 371; Honours students or Economics majors




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