Applied Econometrics - ECN 314
The main purpose of this course is to provide a comprehensive treatment of econometric techniques applied in time series models. The course stresses on application and econometric theory. This course will introduce students to many topics in time series including the use of indicator variables, the simultaneous equations models, the ARCH/GARCH models, the concept of stationarity/nonstationarity and the ADF unit root test. An interactive econometric software package in used (Eviews) to estimate economic models like IS/LM or AS/AD models. Pre-requisite: ECN 313.