ECON 471 Fall 2012 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: not available for the Gaudino option and may not be taken Pass/Fail
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
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Divisional Attributes: Division II,Quantitative and Formal Reasoning
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Enrollment Limit: 10
Expected Enrollment: 10
Class Number: 1512
ECON471-01(F) SEM Advanced Econometrics (Q) Division 2: Social StudiesQuantitative and Formal Reasoning Peter L. Pedroni
M 7:00 PM-9:40 PM Schapiro Hall 137 1512
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