ECON4350/7350 Applied Econometrics for Macroeconomics and Finance: The purpose of the course is to offer advanced students in finance and economics an understanding of the econometric tools that apply to financial and macroeconomics data. The approach is from an applied perspective. Lectures will introduce specific financial and macroeconomic models and the techniques required to estimate/predict/forecast with the model.
ECON3330 Econometric Analysis: Theory of general linear model-topics include: least squares, generalised method of moments & maximum likelihood estimators under iid, distributions of test statistics, autocorrelated & heteroskedastic error specifications.
ECON2300 Introductory Econometrics: The purpose of the course is to offer advanced students in finance and economics an understanding of the econometric tools that apply to financial and macroeconomics data. The approach is from an applied perspective. Lectures will introduce specific financial and macroeconomic models and the techniques required to estimate/predict/forecast with the model.
ECON6380/7380/8380 Advanced Macroeconometrics: This course surveys the econometric theory which underlies modern applied research on macroeconomic issues. Topics covered include the specification and estimation of the Phillips Curve, GMM, applications of VAR modelling, impulse response analysis including identification, state space modelling, including TVP-VAR applications.
ECON4390/6390/7390 Financial Econometrics: This course offers advanced students in finance and economics an understanding of the econometric tools that apply to financial data for purposes such as forecasting.