Modeling & Forecasting
This course focuses on the theory and application of statistical methods and econometric tools to provide policy analysis. Descriptive statistics are employed to gain an understanding of data and the limits of these statistics. Bivariate regression analysis introduces econometric techniques, focusing on the Ordinary Least Squares (OLS) estimator before moving to multivariate regression analysis. A significant portion of the class focuses on multivariate techniques, to include econometric issues of heterogeneity and serial correlation. The latter part of the course examines regression analysis with time series data and introduces techniques for estimation with panel data. This course requires the intensive use of an econometric software program, weekly homework, and quizzes.
- 6:00pm-8:50pm on Monday (Feb 1, 2016 to May 20, 2016)
- McGowan MG102