ECO 354 ECONOMETRICS II

Simultaneous equation systems, difference equations, stationary time series models, arch models, maximum likelihood estimation, stochastic trends, unit root processes, and Dickey-Fuller tests. Extensive use of econometric software and lab facilities, and written projects integrating economics and quantitative methods. Strongly recommended for students planning to do Individual Study or Honors Study, as well as for students planning to pursue graduate work or a professional career in economics.

Credits

4

Prerequisite

ECO 230 and MAT 112 (or a more advanced calculus course).

Enrollment Limit

Enrollment limited to 18 students.