Vue d'ensemble
Économie (Arts) : A broad treatment of econometric methods, with particular reference to time series processes. Estimation of linear and non-linear models, GLS, IV, Maximum Likelihood, parametric specification testing for linear and non-linear hypotheses, diagnostic testing (autocorrelation, heteroskedasticity, normality, parameter constancy, etc.), modelling technique, non-stationary data processes.
Trimestres : Automne 2015, Hiver 2016
Chargés de cours : Chaudhuri, Saraswata (Fall) Zinde-Walsh, Victoria (Winter)