Considers estimation and inference in different econometrics models. The focus is on time-series econometrics, including topics such as nonstationarity and unit roots, cointegration, single-equation and system methods, VARs, VECMs, forecasting, simulation-based inference and bootstrapping methods. Particular topics are chosen based on the instructor’s research interests. Practical components of this course provide the opportunity to apply these techniques. Weekly hours: 3 Lecture hours
Considers estimation and inference in different econometrics models. The focus is on time-series econometrics, including topics such as nonstationarity and unit roots, cointegration, single-equation and system methods, VARs, VECMs, forecasting, simulation-based inference and bootstrapping methods. Particular topics are chosen based on the instructor’s research interests. Practical components of this course provide the opportunity to apply these techniques. Weekly hours: 3 Lecture hours
