ECONOMETRICS I

ECON 724

Introduction to econometric analysis of financial time series. Covers linear econometric time series models, multivariate time series, volatility estimation, and estimating and testing financial econometric models.

ECON 709

Probability distributions, statistical inference; multiple linear regression; introduction to econometric methods. It is expected that students will have completed three semesters calculus (such asMATH 234) and linear algebra (such asMATH 340).

ECON 706

Focus on using econometric methods to address empirical questions, conduct empirical research, and write empirical papers in economics.

ECON 716

Advanced econometric theory.

ECON 705

Econometric methods, theory, and applications. Topics include instrumental variables, GMM, panel data, limited dependent variables, time series, and vector autoregressions.