ECON 828
Workshop in Econometrics
Current research in econometrics. Topics drawn from theoretical and applied econometrics. Special topics include: maximum likelihood and generalized method of moments estimation of linear and non-linear models, analysis of stationary and non-stationary time series, cross section time series estimation, spatial estimation mehtods, Bayesian methods, semi-and non-parametic methods, rational expectations models, numerical methods, and various applications.
Topics
- maximum likelihood and generalized method of moments estimation of linear and non-linear models
- analysis of stationary and non-stationary time series
- cross section time series estimation
- spatial estimation mehtods
- Bayesian methods
- semi-and non-parametic methods
- rational expectations models
- numerical methods
- and various applications
Topics explicitly listed in official catalogue description
Prerequisites & course information
Repeatable to: 12 credits if content differs.
Sources
- Course catalogue ↗2026-2027