Course Title

Econometrics

Course Code

Econ 416

Prerequisite Course

Econ 323, QUA 207

Course Description

The Linear regression Model; Assumptions, Estimation, Properties of estimators, Testing and Prediction.

Econometric problems in the Regression Model: Specification Errors. Multicollinearity. Heteroscedastictity. Autocorrelation.

Simultaneous equation Models.

Course Level

7

Course Material

Abdlmahmoud, Abdelrahman. Introduction to Econometrics. King Saud University, Riyadh,  1995.

Reading Recommendation

Carter, R. H., W. E. Griffiths, and G.G. Judge. Undergraduate Econometrics, 3rd Ed. John Wiley & Sons. (2008).

William H. Greene : Econometric Analysis: International Edition 7th Edition , Pearson (2011)

G. S. Maddala  and  Kajal Lahiri: Introduction to Econometrics, 4th Edition (2010)

http://www.econometricsbooks.com/

http://www.oswego.edu/~kane/econometrics/

Course Language

Arabic