Econometrics short course

This course will revise the statistical concepts relevant to regression analysis. It will then introduce Ordinary Least Squares regression and discuss how and why it is used. Violations of the assumptions required for OLS and their implications will also be covered. Inference in multiple regression is the last topic in basic regression. The course then covers regression with qualitative variables (including Linear Probability models, logits and probits). The final day is devoted to specification and data issues in regression analysis. Read more...

Monday, January 29, 2018 - 09:00 to Friday, February 2, 2018 - 17:00

Economics Building, Middle Campus, University of Cape Town

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