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ECON 917 Advanced Econometrics III

ECON 917.  Advanced Econometrics III.  3 Credits.     

A study of structural and nonlinear time series approaches to econometric modeling and inference. The course emphasizes techniques needed to use economic theory in system-wide econometrics. Emphasis is placed on selection of functional form for approximation to theoretical functions and the use of duality theorems for derivation of the resulting econometric systems of equation. Inference with those models will be by nonlinear parametric, semi-parametric, and nonparametric methods. Prerequisite: ECON 818.

Doctor of Philosophy in Business

...Theory: _____ ECON 915 Advanced Econometrics I ECON 916 Advanced Econometrics II ECON 917 Advanced...