Econ 671. Econometrics I

• Credits: 4.
• Prerequisites: 501 and Stat 447 or 542.

Probability and distribution theory for univariate and multivariate normal random variables, introduction to the theory of estimators for linear models, hypothesis testing and inference, introduction to large sample properties of estimators; derivation of common estimators and their properties for the classical and general multiple regression models, hypothesis testing, forecasting, implications of specification errors - missing data, left-out regressors, measurement error, stochastic regressors.