ECON 6810 - Econometrics and Forecasting

Covers advanced topics in cross-sectional and time-series analysis. Emphasizes important theoretical and empirical issues encountered in applied work in economics and business. Topics include problems of structural change and model misspecification, instrumental variables, simultaneous equations models, distributed lags, maximum likelihood estimation, qualitative and limited dependent variables, Arima models, vector-autoregressions, issues on exogeneity and causality. Through the use of econometric software programs and actual data, students learn to execute estimation and forecasting projects soundly. Prereq: ECON 5813 and 5823. Restriction: Restricted to students with Graduate standing. Max hours: 3 Credits. Semester Hours: 3 to 3