Handbook

This course aims to give students a strong econometric foundation for application to empirical research in business and builds on COMM8100, offered in the first trimester. The first part of the course is a thorough discussion of linear regression including maximum likelihood estimation, regression diagnostics, asymptotics, and regularization. The second part of the course discusses generalized linear models (glm)  and extends the ideas discussed in linear regression to these models. The third part of the course considers panel data models, and extends the ideas of maximum likelihood estimation, etc to these models. The final part of the course will be about the analysis of time series. Students will need to use a statistical package(s) to conduct the econometric data analyses.