ECO 3422: Advanced Topics in Econometrics
Course Description for Advanced Topics in Econometrics
ECO3422:
Advanced Topics in Econometrics
3
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.