874bc893_2012_2013____Academics____USNA__Scope
[Course] SS469 [Title] ECONOMETRICS II [Crdts] 3 [Department] Department of Social Sciences [Scope] 
This course is designed to teach students advanced concepts in estimation and statistical inference. Building upon the material covered in SS368, students will learn how to test for failure of the data to meet the assumptions of the basic regression model and how to allow for these departures from the standard assumptions during estimation. Among the topics covered will be Generalized Least Squares, Time Series, Instrumental Variables, and Simultaneous Equations estimation. Application of the techniques to the estimation of economic models using actual economic data is an integral part of the instruction. The course makes substantial use of statistical software packages.
USMA Course Offerings Fall 2012-2013 :: Academics :: USNA
Scope