ECO 3422: Advanced Topics in Econometrics

2019-2020 Catalog

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ECO3422: Advanced Topics in Econometrics

Prerequisite: ECO 3421 This course emphasizes econometric theory and advanced econometric applications. Topics will include econometric modeling, time series models, nonstationary data root, AR, MA and VAR models, simultaneous equations models, instrumental variables, 2SLS, models of discrete choice, truncation, censoring, duration models and panel data.

Course Description for Advanced Topics in Econometrics