Introduction to Econometrics - MTH250 Spring 2026

Course

Hieu Thi Hoang Nguyen

For information about registration please contact our admissions.

About

The aim of this course is to review the basic mathematical notions and procedures relevant for business and economics. This course is an introduction to basic calculus: convergence and limits, functions of one variable and their differentiation, minimization/maximization, plotting; definite and indefinite integration; functions of two and more variables, basics of partial differentiation, constrained and unconstrained optimization of a function of two and more variables.

Lessons15

Here is the course outline:

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Introduction to Econometrics - MTH250 Spring 2026

1. Course introduction

2. Simple and Multiple Linear Regression

3. T-test & F-test

4. Gretl practice to support HA#1

5. Gauss-Markov Assumptions in Linear regression; Multicollinearity; Heteroskedasticity

6. Gretl practice exercises & Midterm exam revision

7. Mid-term Exam (closed book, cover from week 1 to week 6, 1 one-sided written A4 note)

8. Dummy variables & Omitted and irrelevant variables

9. MIDCOURSE BREAK

10. Data scaling & Functional Form

11. Gretl practice to support HA#2

12. Binary dependent variables (LPM, Probit, Logit models)

13. Time series data

14. Gretl practice & Final exam revision

15. Final Exam (closed book, covers the entire course from week 1 to week 14, 1 one-sided written A4 ...