The aim of this unit is to present sophisticated econometric techniques and their applications to economics. Journal articles are selected to illustrate the different econometric techniques introduced in this unit. Topics include time-series analysis (cointegration, VECM and VAR models, ARCH and GARCH models) and panel data. -- Course Website
Instructor: Associate Professor Roselyne Joyeux
Prerequisites: ECON840 or admission to MAppStat or PGDipAppStat
