ECN322 - Topics in Econometrics
This module develops the knowledge of econometric methods that are useful in the analysis of economic phenomena and financial markets. The module is suitable for students with interest in theory and empirical applications of econometrics and for students considering master studies. The topics considered may differ over years. Candidate topics are maximum likelihood estimation, GMM estimators, panel data, limited dependent variable models, ARCH and GARCH models, structural change and time series.