2018-19 Undergraduate Catalog [Archived Catalog]
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MAT 216 - Advanced Statistical Methods(4 credits, alternate years, consult department)
This course, which is required for finance, economics, and actuarial science majors, is designed to introduce students to the fundamentals of econometric analysis. To this end, the primary focus is on simple and multiple linear regressions using cross-sectional data and time series regressions. We will also discuss highly useful extensions including regression with binary dependent variables, and regression analysis using panel data if time.
The course will put a heavy emphasis on empirical applications; econometric theory will be discussed where necessary but will not be the central focus. Instead, we focus on estimating regression models using statistical packages such as R, SPSS, or Stata, and on interpreting the results. Both estimation and interpretation are highly marketable skills. The coverage of this course will be sufficient for SVEE Applied Statistics (SOA) and useful for CFA exams. More broadly, what you learn from this course will be valuable for a career in consulting, banking, insurance, and other related fields.
Prerequisite: C- or better in MAT112QR and in MAT116QR or 117QR.
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