This course is about the construction of hypotheses and the specification of statistical methodology for testing those hypotheses. Students will learn estimation of parameters and inferential analysis, and how to apply these concepts to forecasting and policy. The course starts with the multiple linear regression model, after the properties of the ordinary least-squares estimator are studied in detail and a number of tests developed, it continues with specification, multicollinearity, autocorellation, heteroskedasticity, and dummy variables.
Semester Offered
Fall