Listed in: Economics, as ECON-361
Formerly listed as: ECON-59
Jun Ishii (Section 01)
This course studies the specification, estimation, and testing of econometric models based on the maximum likelihood and method of moments principles. It builds from mathematical statistics and utilizes matrix algebra, the rudiments of which will be introduced in the course. The course will also review applications of econometric models to various areas of micro and macroeconomics. A student may not receive credit for both ECON 360 and ECON 361.
Requisite: At least a "B" grade in ECON 111/111E or a "B-" grade in ECON 200-290, or equivalent, and MATH 130 and MATH 211 or equivalent. Fall semester. Professor Ishii.
Section 01
Tu 10:00 AM - 11:20 AM CONV 304
Th 10:00 AM - 11:20 AM CONV 304
This is preliminary information about books for this course. Please contact your instructor or the Academic Coordinator for the department, before attempting to purchase these books.
| ISBN | Title | Publisher | Author(s) | Comment | Book Store | Price |
|---|---|---|---|---|---|---|
| A Course in Econometrics | Harvard U. Press | Arthur Goldberger | Recommended | Amherst Books | TBD | |
| Statistical Models: Theory and Practice | Cambridge U. Press | David Freedman | Recommended | Amherst Books | TBD | |
| Introductionto Statistics & Econometrics | Harvard U. Press | Takeshi Amemiya | Recommended | Amherst Books | TBD |
These books are available locally at Amherst Books.