Econometrics 2 - Econ 614

This course is designed for PhD students in Economics. Its primary objective is to equip students with the fundamental methods of advanced econometric modeling required to conduct rigorous empirical research. Econometrics 2 (Econ 614) is an intensive course focusing on advanced econometric tools and techniques. The course emphasizes appropriate econometric methodologies, statistical inference, and hypothesis testing for analyzing economic models. It also provides hands-on experience through empirical applications addressing selected economic problems using econometric software (e.g. Python, R and STATA). Core topics include time series analysis, volatility modeling, unit root and cointegration analysis, error correction models, panel data econometrics, dynamic panel models, and nonstationary panel data models