Dec 21, 2024  
Graduate Catalog 2018-19 
    
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Graduate Catalog 2018-19 [ARCHIVED CATALOG]

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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.

Prerequisites/Corequisites: Prerequisite: ECON 6700

Credits: 3 hours

Notes: Open to Graduate students only.
When Offered: Spring


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