ECON685 TOPICS IN TIME SERIES ECONOMETRICS
| Course Code: |
3110685 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Economics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Prof.Dr. HALUK ERLAT |
| Offered Semester: |
Spring Semesters. |
Course Content
This course considers vector autoregression, structural vector autoregression, innovation accounting, cointegration in a VAR framework, testing and modeling using the Johansen approach, dynamic panel data models, estimation and testing for unit roots in panel data.
