GS/PSYC 6132 3.00
Title | UNIVARIATE ANALYSIS II: REGRESSION |
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Level | Graduate |
Department | PSYCHOLOGY, FACULTY OF GRADUATE STUDIES, YORK UNIVERSITY |
Description | This course covers selected inference methods in cross-section and time series analysis. It introduces various modelling and estimation techniques for data, which do not satisfy the assumptions of the classical general linear model. Topics include elements of the asymptotic theory, the random regressors model, linear models with heteroscedastic and auto correlated errors, the simultaneous equations models and basic time series analysis techniques. |