Econometrics IV: Advanced Techniques of Time-Series Econometrics

0.5 Course Units

Focuses on macro-econometrics. Topics include comparison of Bayesian and frequentist inference in nonstandard settings (e.g. time series models with persistent roots), Bayesian inference in VARS and DSGE models including modern computational tools such as Gibbs sampling, MCMC, Sequential Monte Carlo, particle filtering, etc., and tools for evaluating DSGE models. Fall or Spring Prerequisite: ECON 7100 AND ECON 7200 AND ECON 7110 AND ECON 7210 AND ECON 7300 AND ECON 7310 0.5 Course Units