Advanced Econometrics II
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Level: Graduate
Division: The New School for Social Research
Department: Economics
Course Number: GECO 6282
Course Format: Lecture
Location: NYC campus
Permission Required: No
Description:
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 estimation techniques for dynamic panels.
Course Open to: Degree Students with Restrictions