Introduction to Econometrics

Hanyang University

Course Description

  • Course Name

    Introduction to Econometrics

  • Host University

    Hanyang University

  • Location

    Seoul, South Korea

  • Area of Study

    Economics, Mathematics

  • Language Level

    Taught In English

    Hours & Credits

  • Credits

  • Recommended U.S. Semester Credits
  • Recommended U.S. Quarter Units
  • Overview

    First, this course will cover the statistical concepts for econometric analysis such as single (multiple) regression analysis, ordinary least squares (OLS), Logit and Probit Models and violations of standard assumptions such as heteroskedasticity and multicollinearity. Second, this course will introduce the basic models for time series analysis such as stationary and nonstationary time series, analysis of trends using regression methods, ARIMA, model specification, transformations, parameter estimation, model diagnostics, forecasting, Seasonal ARIMA time series models, and GARCH models.


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