ECON 220D
Econometrics D
Examines modern time series econometrics, extending methods from ECON 220A-C to dependent data. Topics covered include spectral density theory, HAC estimation, vector autoregressions, nonstationary econometrics, filtering. Prerequisites: ECON 220C, graduate standing; enrollment limited to Economics PhD students (EN75) or Rady PhD students (RS79); or consent of instructor.
Topics
- spectral density theory
- HAC estimation
- vector autoregressions
- nonstationary econometrics
- filtering
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗2026-2027