ECON 721: Econometrics III

This course is oriented towards macro-econometric methods. Topics will be selected from the following: nonlinear time series models, exogeneity and causality, non-stationary time series models (unit roots, co-integration, error correction models, vector autoregressive models), econometric models of volatility (ARCH and GARCH models, stochastic volatility models), rational expectations models, non-stationary panel data models, tests for structural change, Bayesian econometrics and methods for Bayesian computation, and further discussion of macro econometric topics covered in first year econometrics sequence.

Fall 2008 Spring 2009 Summer I 2009 Summer II 2009 Fall 2009 Winter 2009 Spring 2010 Summer I 2010 Summer II 2010 Fall 2010 Winter 2011 Spring 2011 Summer I 2011 Summer II 2011 Fall 2011 Winter 2012 Spring 2012