Apr 02, 2023  
College Catalog 2018-2019 
College Catalog 2018-2019 [ARCHIVED CATALOG]

ECON 481 - Advanced Econometrics

This course will introduce advanced topics in applied econometrics. Among other topics, it will examine limited dependent variable models, vector autoregression and advanced time series techniques, simultaneous equations models and the econometrics of panel data estimation. Although the emphasis will be on applied work, the course will also examine the underlying mathematical structure of these estimation methods. This course counts as a Group E elective. It is a capstone course. Prerequisite(s): ECON 361 , ECON 371 , ECON 381  and MATH 135  or MATH 137  and MATH 236 , or permission of instructor. C- or higher required for all prerequisites. Alternate years. (4 Credits)