Course Descriptions

Econometrics
(faculty, see Department of Economics)
(ECMT)

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.