Further topics in econometrics including such areas as nonlinear estimation, distributed lag models, time-series analysis, time-varying parameters, multivariate analysis, simulation and forecasting models, Monte Carlo experiments, duration models, large econometric models, Bayesian statistics, asymptotic theory, and ergodic theory. Prerequisite: [ECON425]
Further topics in econometrics including such areas as nonlinear estimation, distributed lag models, time-series analysis, time-varying parameters, multivariate analysis, simulation and forecasting models, Monte Carlo experiments, duration models, large econometric models, Bayesian statistics, asymptotic theory, and ergodic theory. Prerequisite: [ECON425]
