Course Title

Econometrics

Course Code

ECON 541

Prerequisite Course

ECON 540

Course Description

Estimation Methods: Least Squares, Maximum Likelihood, Instrumental Variables, Method of Moments. Inference: Asymptotic Properties. Specification Analysis. Multicollinearity. Heteroscedasticity. Autocorrelation. Qualitative Dependent variables. Panel Data. Time Series Analysis: Time Series Models. Unit Roots. Co-integration. Systems of Equations. Seemingly Unrelated Regression Equations. Vector Autoregressions. Simultaneous Equations Systems.

Course Level

-

Course Material

-

Reading Recommendation

-

Course Language

Arabic