مقرر 401 إحص (إقتصاد قياسي) Course Stat 401 "Econometrics"

This course contains the following. Definition of econometrics and areas of its application.  Simple and multiple linear regression analysis, which includes displaying the theoretical structure of the linear regression model, the assumptions of model that needed to conduct the statistical inference. The nonlinear regression models, determining the functional form of the model (linear, nonlinear), and the definition of elasticity and how to derive it. Definition of dummy variables, and the purpose of using dummy variables, and perform parallelism and congruency testing for regression lines. Identify some problems that can be face the linear regression model such as problem of multicollinearity, heteroscedasticity, and the autocorrelation between errors. Time series analysis method, the stages required when analyzing time series data. The seemingly unrelated regression equations (SURE), and how to use feasible generalized least squares (FGLS) for estimating the parameters of (SURE) , then conducting the statistical inference about these parameters.