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General Information

Undergraduate Studies

Graduate Studies

Research

Continuing Education & Training Programs

Appendix: Personnel & Enrollment

 

 

 

 

 

 

 

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 Computer Science Courses
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ECON

518

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Econometrics

Prerequisite: ECON  418. Offered in fall.
Review of the traditional methodology of the general linear model. Maximum-likelihood estimation with applications in limited-dependent variable models, switching regression models, ARCH models, etc. Time-series modeling. Dynamic modeling: the general to specific methodology. Non-stationarity and cointegration. Vector autoregression. Exogeneity and structural invariance. Rational expectations. State-space models and the Kalman filter.  
 

3 cr.

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