ECON 220DEconometrics D
Examines modern time series econometrics, extending methods from ECON 220A-C to dependent data. Topics covered include spectral density theory, HAC estimation, vector autoregressions, nonstationary econometrics, filtering.
Prerequisites
From the catalog: “ECON 220C, graduate standing; enrollment limited to Economics PhD students (EN75) or Rady PhD students (RS79); or consent of instructor.”