ECON 930 - Econometrics II

Continuation of Econometrics I. Stochastic regressors, asymptotic results, instrumental variable estimation, systems of equations, dynamic models, maximum likelihood estimation, GARCH models, Cointegration, and other miscellaneous topics in econometrics. Applications to specific problems.

Credits: (3)

Requisites
Pr.: ECON 830.

When Offered
I