ECON 4640 - Applied Econometrics I F (3-0) [0.50]

This course discusses the classical linear regression model and its extensions including generalized least squares and the theory and application of F tests. The maximum likelihood principle is introduced, as are alternative approaches to testing, e.g. LM, LR and Wald tests. Additional topics may be included at the instructor's discretion. Matrix algebra is used and proof of the Gauss-Markov theorem is included, but discussion of proofs is in general limited in order to allow substantial applications to data using statistical software such as TSP, SHAZAM, SAS, STATA.