ECON 6710 - Advanced Econometrics II


This is the second course in the advanced econometrics sequence. This course considers the specification and evaluation of dynamic econometric models. Both single and multiple time series models are examined. The issue of nonstationarity and the role of vector autoregressions and cointegration are emphasized.

Note: Open to graduate students only.

Prerequisites/Corequisites: Prerequisite: ECON 6700

Credits: 3 hours



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