Advanced Econometrics 2
Graduate course, GSEFM, Goethe University Frankfurt, 2019
This part of the course, part of the first-year MSQ/Ph.D. Program course sequence at GSEFM, will examine single- and multiple-equation modeling in time series and panels, with a specific focus on so-called autoregressive distributed lag models, vector autoregressions and vector error correction models.
This course is designed to teach students econometric estimation of multivariate time series at an advanced level. At the end of the course, students will be able to apply modern time series and panel data methods to economic problems and to follow theoretical and applied econometrics literature.
Class Time and Location
- Wednesday, 08:30am - 10:00am, Room: HoF E.20 (DZ Bank)
- Wednesday, 10:15am - 11:45am, Room: HoF E.20 (DZ Bank)