Course Outline

Course Outline - McGill University Department of Economics...

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McGill University Department of Economics Econ 468: Econometrics 1 Fall 2011 Course outline Professor: Jean-Marie Dufour September 2011 Version: September 27, 2011 This course covers basic econometric theory for Honours students. The topics covered include: linear regression; generalized least squares; instrumental variables; nonlinear regression; simple time series models; methods for dealing with endogeneity. In addition to the main recommended textbook, documents and other material relevant to the course will be available from my web page: http://www.jeanmariedufour.com Lecture hours : Monday 14:35 - 15:55; Wednesday 14:35 - 15:55. Room: Currie 408/9. The course involves 26 lectures of 80 minutes. Beginning: Wednesday September 7, 2011. End: Tuesday, December 6, 2011 (Monday schedule). The lectures of December 5 and 6 will be rescheduled earlier in the semester (dates to be set at the beginning of the term). As a result the last lecture will be given during the week ending on December 2. Exam period: Thursday, December 8, to Thursday, December 22, 2011.
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This note was uploaded on 01/17/2012 for the course ECON 468 taught by Professor Dufour during the Fall '11 term at McGill.

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Course Outline - McGill University Department of Economics...

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