ECON685 TOPICS IN TIME SERIES ECONOMETRICS
| Course Code: | 3110685 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| 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 Objectives
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.