GECO 6282 -

Institution:

The New School

Subject:

Description:

Advanced Econometrics II Spring 2009. Three credits. Stefan Mittnik This course builds on the material in Advanced Econometrics I to cover specialized topics in time series analysis, including estimation of dynamical systems, general method of moments, spectral analysis, seasonality, detrending, stationary and nonstationary systems, causality, and ARCH and its extensions. Prerequisite: GECO 6281 or permission of the instructor.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.newschool.edu

Phone Number:

(212) 229-5600

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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