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General Information

Undergraduate Studies

Graduate Studies

Research

Continuing Education & Training Programs

Appendix: Personnel & Enrollment

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gradstud
 Economics Courses
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ECON

518

Econometrics

(

3

cr )

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.  
 

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