ECON 312A — Advanced Econometrics II

Prerequisite: ECON 311a or consent of instructor.

Examines the models and statistical techniques used to study time series data. Topics will include linear and non-linear univariate as well as multivariate econometric models. One objective of the course is to provide the students with a good understanding of econometric models for time series data. These models are widely used in the empirical literature, and a good understanding of these models is crucial for the second objective of the course: to provide the students with the ability to evaluate recent empirical studies. The third objective of the course is to develop practical skills, which are necessary to perform independent research using real world data. A theme throughout the course is the use of computational methods for analyzing the material covered in class, and throughout the course we will rely heavily on examples and applications with Matlab. Usually offered every second year.
Mr. Pettenuzzo