ECON 471
Topics in Advanced Econometrics Fall 2014
Division II Quantative/Formal Reasoning
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Class Details

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.
The Class: Format: seminar
Limit: 10
Expected: 10
Class#: 1486
Grading: no pass/fail option, no fifth course option
Requirements/Evaluation: periodic homework assignments, midterm exam, term paper
Extra Info: may not be taken on a pass/fail basis; not available for the Gaudino option
Prerequisites: ECON 252 and ECON 255 (or equivalent)
Enrollment Preferences: students with strong math backgrounds, and to students intending to write an honors thesis
Distributions: Division II Quantative/Formal Reasoning

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