ECON 220D. Econometrics D (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/ECON.html#econ220d
Description
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: ECON 220C, graduate standing; enrollment limited to Economics PhD students (EN75) or Rady PhD students (RS79); or consent of instructor.
Prerequisite courses
Loading...
Successor courses
ECON 220D is a prerequisite of the following 6 courses: