Credits: 1 (1-0-0)
Prerequisites: HUL or SML700/800 category courses
Description
Estimation and inference in two variable model; OLS assumption; Extension of the two variable model; OLS assumption : autocorrelation, multicollinearity, and heteroskedasticity, models with limited dependent variables : LPM, logit, and probit; Panel data modelling : fixed effect and random effect models; Time series analysis:
introduction to non-stationarity, AR and MA modelling.