Survey of econometric methods in time series and panel data with an emphasis on empirical examples in micro and macro economics; topics include GMM, time series models, VAR, cointegration, fixed and random effects and duration models.
Prereq: 6731 (702), or equiv with permission of instructor and economics director of grad studies. Not open to students with credit for 8731 (740), or 8732 (741), or 8733 (742), or 703.