Advanced Econometrics 2
Term:
Fall 2010
Subject Code:
GECO
Course Number:
6282
This course builds on the material in Advanced Econometrics I to cover
specialized topics in time series analysis, including estimation of dynamical
systems, general method of moments, spectral analysis, seasonality,
detrending, stationary and nonstationary systems, causality, and ARCH and
its extensions. Prerequisite: GECO 6281 or permission of the instructor.
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