May 23, 2024  
College Catalog 2024-2025 
    
College Catalog 2024-2025

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)