Temple University
Department of Economics
Economics 616 Section 1

Econometrics II

Tuttleman 304

Spring 2003

Topics - - Scholars

Non-parametric Regression
    Quantile Regression -- Roger Koenker
    Kernel Regression -- J.S. Racine

ARCH - GARCH -- John Campbell, see his book, also see the Notes by Roberto Perelli

Panel Data
    Random Effects - Fixed Effects -- Badi Baltagi

Systems of Equations
    Seemingly Unrelated Regression
    Simultaneous Equations

Kalman Filter Techniques

Vector Autoregressions: Hamilton or Cecchetti and Rich

Unit Roots, Cointegration, and Error Correction Models

Discrete Dependent Variables -- William Greene or Daniel McFadden

Censoring and Truncation

Neural Networks

Bootstrap and Jackknife: Resampling Techniques - - Vinod and/or Veall, Horowitz