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Jason Abrevaya, Chair 2225 Speedway, Stop C3100, Austin, TX 78712 • Admin: 512-471-3211 & Advising: 512-471-2973

Spring 2007

ECO 341K-H • Intro to Econometrics Honors

Unique Days Time Location Instructor
33265 TTh
11:00 AM-12:30 PM
BRB 1.118
Hamermesh

Course Description

My purpose is to teach/train you to use the techniques of econometrics (and numerous former students have written back that they have used many of the techniques taught in the course in their work in management and other consulting companies, financial institutions and non-profit organizations). This requires some statistical theory, but the main focus will be on applying econometric technique. Econometrics should be the most useful thing you learn as an undergraduate economics major. The course will enable you to formulate and test econometric hypotheses, and will cover such specific topics as: Ordinary least-squares regression; problems of heteroskedasticity, multicollinearity and autocorrelation; qualitative independent and dependent variables; sample selectivity; exogeneity and instrumental variables; panel data; simple time-series analysis; and hazard models

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