3-3-0

Ordinary and generalized least squares estimation, and hypothesis testing, using matrix algebra. Additional topics include simultaneous-equation estimation, the identification problem, two-stage least squares estimation, a stationary series, the unit-root test, spurious regression, the Granger causality test, cointegration, and the error-correction model.

Prerequisites: EMA261, ECO208, ECO212


See MAT271b
Students may not take this course for credit if they have received credit for MAT271b