BFS 735 - Applied Econometrics

Applied econometrics is a course designed to give the student a working knowledge of econometrics. The applied econometrics will cover the following subjects: Simple and multiple regression, statistical inference, dummy variables, and forecasting. Also covered are the problems and pitfalls in estimation if the assumptions of the CLRM are violated, this includes multi-collinearity, heteroschedasticity, serial/auto correlation, and model misspecification. Lastly, the course will cover various topics in time series analysis. Prerequisite: BADM 620 or equivalent 3 credits