ECON 471 - Topics in Advanced Econometrics

Institution:

Williams College

Subject:

Economics

Description:

This course focuses on a set of topics in the fields of time series econometrics and panel time series. Particular emphasis is placed on methods of structural identification of macroeconomic dynamics in vector autoregressive analysis and long run cointegration analysis, both in a conventional time series framework and in more recently developed multi-country and multiregional panel time series contexts. The course is well suited for students exploring possibilities for empirically oriented honors theses in fields that employ these techniques, such as macro, finance, growth, international trade and macro-development. It is also well suited for students who simply wish to expand their econometrics training and understanding to a more advanced level, or wish to pursue an honors thesis in econometrics. The course will cover both conceptual and practical issues.

Credits:

3.00

Credit Hours:

Prerequisites:

ECON 252 and ECON 255 (or equivalent)

Corequisites:

Exclusions:

Level:

Instructional Type:

Seminar

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.williams.edu

Phone Number:

(413) 597-3131

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Four-one-four plan

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