ECON 2260 - ADVANCED ECONOMETRICS 1

Minimum Credits: 3
Maximum Credits: 3
This course is the first of two courses in the graduate advanced econometrics field. It consists of an introduction to the econometric analysis of time series. Topics include: Exogeneity and causality; Likelihood inference (estimation and testing); Monte Carlo simulation; Optimization; Stationarity; VAR, MA and ARMA processes; Dynamic equations; Multipliers; Unit roots; Cointegration; Error¿Correction Mechanisms (ECMs); Dynamic state¿space models; Kalman filter, Sequential importance sampling and particle filters.
Academic Career: Graduate
Course Component: Lecture
Grade Component: Grad LG/SNC Basis

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