ECON 4309 Econometrics III

This course is an extension of ECON 4307 and ECON 4308 and covers estimation procedures: generalized method of moments, IV estimation, semi and non-parametric regression. Vector auto regressive and ARIMA models are discussed. GARCH and other panel data models are presented. Oaxaca decompositions. Big Data and Machine Learning are covered.

Credits

3

Prerequisite

ECON 4307