Return to Curriculum Webpage

Description:	The course features several interesting and important issues of the modern econometric theory, including GMM estimation, time series models and analysis.
Topics:	Generalized Method of Moments (GMM) Systems of Regression Equations Simultaneous Equation Models Time-Series Models. Stationary and Nonstationary Series. Vector Autoregression (VAR) Cointegration Vector Error Correction Model (VECM)
Teaching:	56 hours during second semester