FINANCIAL ECONOMETRICS

ECON 718

Applied time series methods.

ECON 704

Econometric methods, theory, and applications. Matrix algebra will be used. Topics include linear regression, least-squares estimation, inference, and hypothesis testing. Primarily for Master's level students. It is expected that students will have completed three semesters calculus (such asMATH 234) and linear algebra (such asMATH 340).

ECON 705

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

ECON 716

Advanced econometric theory.

ECON 460

Introduction to econometric time series analysis, forecasting methods, and forecast evaluation. Covers theoretical, methodological, and applied topics, and much of the work will be hands-on data analysis.