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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