STA 814
Econometrics
3
Course Description
OLS; Gauss-Markov Theorem.
Course Outline
OLS; Gauss-Markov Theorem; MLE; Specification and misspecification test; Predictive and non-predictive tests; Tests of hypothesis for linear model; The likelihood ratio; wald and language multiplier Tests; Multi-collinearity; Specification bias; GLS; Dummy variables and seasonal variations; Inferences based on asymptotic Distribution Theory