Applied Econometrics

Catalog description

This course introduces econometrics at the master's level. This course follows the Economics Statistics course and builds on it by applying those skills to a more robust set of economic problems, and further considers statistical issues related to such analyses. Topics include Indicator and Dummy Variables; Auto and Serial Correlation; Heteroskedasticity; Multicollinearity; Structural Change; Distributed Lag Models; ARCH and GARCH Models; Pooling of Time-Series and Cross-Sectional Data; Simultaneous-Equation; and SUR Models.