The linear model with classical measurement error is an alternative to the standard regression model, in which it is assumed that the independent variables are ...

Description: An introduction to the modern techniques of econometrics and their applications. Topics include: the classical linear regression model (specification, estimation, inference, and ...

Disturbances in the classical linear regression model that do not have constant variances are said to be heteroscedastic. A vector of standardized residuals is defined whose distribution depends only ...

Model building via linear regression models. Method of least squares, theory and practice. Checking for adequacy of a model, examination of residuals, checking outliers. Practical hand on experience ...

This course is available on the MRes/PhD in Economics and MRes/PhD in Management (Marketing). This course is not available as an outside option. Students should have completed an undergraduate level ...

Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression with two-way interactions between predictor variables. Standard linear regression predicts a single numeric value ...

Description: Emphasis is on using advanced econometric techniques. The course covers use of computer software and interpretation and reporting of econometric results. The first part of the course ...