ECON 471 Fall 2014 Topics in Advanced Econometrics (Q)

This course focuses on a set of topics in the fields of time series econometrics and panel time series. Particular emphasis is placed on methods of structural identification of macroeconomic dynamics in vector autoregressive analysis and long run cointegration analysis, both in a conventional time series framework and in more recently developed multi-country and multiregional panel time series contexts. The course is well suited for students exploring possibilities for empirically oriented honors theses in fields that employ these techniques, such as macro, finance, growth, international trade and macro-development. It is also well suited for students who simply wish to expand their econometrics training and understanding to a more advanced level, or wish to pursue an honors thesis in econometrics. The course will cover both conceptual and practical issues.
Class Format: seminar
Requirements/Evaluation: periodic homework assignments, midterm exam, term paper
Additional Info: may not be taken on a pass/fail basis; not available for the Gaudino option
Additional Info2:
Prerequisites: ECON 252 and ECON 255 (or equivalent)
Enrollment Preference: students with strong math backgrounds, and to students intending to write an honors thesis
Department Notes:
Material and Lab Fees:
Distribution Notes:
Divisional Attributes: Division II,Quantitative and Formal Reasoning
Other Attributes:
Enrollment Limit: 10
Expected Enrollment: 10
Class Number: 1486
CLASSES ATTR INSTRUCTORS TIMES CLASS NUMBER
ECON 471 - 01 (F) SEM Advanced Econometrics (Q) Division 2: Social StudiesQuantitative and Formal Reasoning Peter L. Pedroni
TF 2:35 PM-3:50 PM Bronfman 103 1486
Course Search
Term:
Subject:
Catalog Number:
Division:
Distribution:
Subject Attributes:
Enrollment Limit:
Course Type:
Start Time: End Time:
Day(s):
Instructor First Name:
Instructor Last Name:
Keyword Search: