ECON508 ECONOMETRIC METHODS II
| Course Code: |
3110508 |
| 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: |
Assoc.Prof.Dr. DÝLEM YILDIRIM KASAP |
| Offered Semester: |
Spring Semesters. |
Course Content
Nonspherical disturbances; heteroscedasticity and autocorelation; the use of panel data, seemingly unrelated regression; simultaneous equation multiple time series: cointegration and error correction; discrete dependent variables.
