Oriented towards macro-econometric methods. Topics covered will be selected from the following: Further discussion of topics covered in ECON624, 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, and Stochastic volatility models), rational expectations models, non-stationary panel data models, tests for structural change, Bayesian econometrics and methods for Bayesian computation.

Prerequisite: ECON624; or permission of BSOS-Economics department.
Credits: 3
Grading Method: Regular, Audit

Course Offerings

    Fall 2024Instructor: John Chao
    Fall 2023Instructor: John Chao
    Fall 2022Instructor: John ChaoView: Syllabus
    Fall 2021Instructor: John Chao