AUCBanner
catalog2

Main Page

Table of Contents


 

General Information

Undergraduate Studies

Graduate Studies

Research

Continuing Education & Training Programs

Appendix: Personnel & Enrollment

 

 

 

 

 

 

 

doctorate2 cafe2 study3
gradstud
 Economics Courses
SPNavLeft SPNavRight SPNavUp

ECON

518

SPNavLeft SPNavRight SPNavUp

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.

Copyright © 2003-2004, The American University in Cairo

[Home]
[Economics Courses]