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: CPSC 203 or INFO 209; ECON 322 or
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.
