ECON 8375 Econometrics II

This is the second core course in the econometrics sequence. The course extends to topics covered in the first course and covers topics such as difference equations, autoregressive moving average models, volatility models, trends and unit-roots, vector autoregressions, cointegration and error-correction, nonlinear time series models, and dynamic panels. 

Credits

3

Prerequisite

ECON 8370 or QUMT 8310.

Schedule Type

Lecture

Grading Basis

Standard Letter (A-F)

Administrative Unit

Dept of Economics

Offered

As scheduled