Ec 575 Applied Advanced Econometrics
Covers advanced topics related to methodological issues in econometrics, with emphases on computation, simulation, and non-linerar methods in econometrics. Nonlinear econometric models including Box-Cox variable transformation, autoregressive time series analysis, and qualitative choice models. Simulation-based econometrics covers topics of Monte Carlo experiments and bootstrapping methods.
Prerequisite
Prerequisites:
Ec 570,
Ec 571 or consent of instructor.