Apr 13, 2024  
2013-2014 Academic Catalog 
    
2013-2014 Academic Catalog [Published Catalog]

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ECON 518/5281 - Econometrics (3 cr.)



Prerequisites
 

Description
Review of the traditional methodology of the general linear model. Maximum-likelihood estimation with applications in limited-dependent variable models, switching regression models, ARCH models, etc. Time-series modeling. Dynamic modeling: the general to specific methodology. Non-stationarity and cointegration. Vector autoregression. Exogeneity and structural invariance. Rational expectations. State-space models and the Kalman filter.

When Offered
Offered in spring.



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