(faculty, see Department of Economics)
Courses in econometrics (including mathematical economics) are administered by the Department of Economics and jointly sponsored by the Department of Statistics.
463. Introduction to Econometrics. (3-0). Credit 3.
Application of mathematics and statistics to interpret economic phenomena; elementary econometric models and estimation techniques useful for estimating economic relationships and theories. Prerequisites: CSCE 203 or INFO 209; ECON 323; MATH 131 or 142; STAT 211 or 303.
475. Economic Forecasting. (3-0). Credit 3.
Econometric approach to prediction and forecasting; data mining and in-sample overfitting; exploratory data analysis; model selection; recursive techniques; structural change; nonlinear models; causality; forecast evaluation and combination; practical issues in real world prediction and forecasting. Prerequisites: ECMT 463; junior or senior classification.