ECON 471
Topics in Advanced Econometrics
Last Offered Spring 2023
Division II Quantitative/Formal Reasoning
This course is not offered in the current catalog

Class Details

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.
The Class: Format: seminar
Limit: 19
Expected: 19
Class#: 3718
Grading: no pass/fail option, yes fifth course option
Requirements/Evaluation: periodic homework assignments, term paper
Prerequisites: ECON 371
Enrollment Preferences: students with strong quantitative backgrounds, and to students intending to write an honors thesis
Distributions: Division II Quantitative/Formal Reasoning
QFR Notes: Course will make use of mathematics, statistics and computer analysis for the conceptualization and implementation of the econometric topics that are taught.

Class Grid

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