Module code: ECN322
Credits: 15.0
Semester: SEM1
Contact: Prof Liudas Giraitis
Prerequisite: Before taking this module you must take ECN225
This module introduces a selection of advanced topics in econometrics, and is particularly suitable for students with an interest in pursing empirical work at the postgraduate level. Models and techniques to be studied may include: quantile regression, nonparametric regression, maximum likelihood estimation, GMM estimators, panel data, limited dependent variables, ARCH and GARCH models, structural change, and time series analysis. The specific topics chosen in any particular year are at the discretion of the instructor.
Connected course(s): UDF DATA
Assessment: 80.0% Examination, 20.0% Coursework
Level: 6
