Course Title

Applied Econometrics

Course Code

ECON 542

Prerequisite Course

ECON 541

Course Description

Problems in Least Squares estimation and testing methods. Estimation of simultaneous equation systems, 2SLS, 3SLS. Time series analysis, the methodology of Box and Jenkins. Error correction, cointegration, ARCH methodologies, and Vector autoregressions. Panel Data models.

Course Level

-

Course Material

-

Reading Recommendation

-

Course Language

Arabic