ECON 471
Topics in Advanced Econometrics Spring 2025
Division II Quantitative/Formal Reasoning

The course uses both a practical and conceptual/theory based approach, with emphasis on methods of structural identification of dynamics in VARs and long run cointegration and nonlinear function estimation and analysis, both in conventional time series and especially panel time series which contain spatial dimensions. The course will also investigate methods of computer simulation related to these techniques. The course is well suited for students considering empirically oriented honors theses in fields that employ these techniques, such as macro, finance, growth, trade and development, as well as fields outside of economics that use time series data. It is also well suited for students majoring in economics, statistics, computer sciences or mathematics who wish to expand their econometrics training and understanding to a more advanced level.