<p>Lecture, six hours. Limited to Master of Financial Engineering program students. Theory and in-depth application of linear regression. Topics include simple linear regression, multiple regression, prediction in multiple regression model, residual diagnostics, detection of outliers, and violations of stochastic assumptions. Letter grading.</p>

Management-Master of Financial Engineering

The school's rigorous programs offer exceptional academic preparation, a cooperative and congenial student culture, and access to a thriving business community, as well as support services for scholastic and career advancement.

John E. Anderson Graduate School of Management

The school offers a variety of business and management programs to meet the diverse educational needs and professional goals of its students.

General Catalog

Econometrics

MGMTMFE402

4 units