ECON721

Econometrics III

Prerequisite: ECON624; or permission of BSOS-Economics department. Oriented towards macro-econometric methods. Topics covered will be selected from the following: Further discussion of topics covered in ECON624, nonlinear time series models, exogeneity and causality, non-stationary time series models (unit roots, co-integration, error correction models, vector autoregressive models), econometric models of volatility (ARCH and GARCH models, and Stochastic volatility models), rational expectations models, non-stationary panel data models, tests for structural change, Bayesian econometrics and methods for Bayesian computation.

Fall 2022

3 reviews
Average rating: 3.00

Past Semesters

3 reviews
Average rating: 3.00

* "W"s are considered to be 0.0 quality points. "Other" grades are not factored into GPA calculation. Grade data not guaranteed to be correct.