ECON302 INTRODUCTION TO ECONOMETRICS II
|METU Credit (Theoretical-Laboratory hours/week):
|Language of Instruction:
|Level of Study:
||Assist.Prof.Dr ALEV ATAK
||Fall and Spring Semesters.
||Set 1: 3110301
|The course set above should be completed before taking
ECON302 INTRODUCTION TO ECONOMETRICS II.
Dummy Variables: testing structural change, estimating the prediction error variance, seasonal adjustment and pooling cross-sectional and time-series data. Lagged Variables: the polynomial distributed lag and the geometric distributed lag. Autocorrelation and heteroscedasticity. Simultaneous equations; identification and single-equation estimation.