Study of econometric techniques using time series and spatially dependent cross section data. Generalized method of moments estimation, spatial dependence modeling. Applications of these techniques in finance, macroeconomics, marketing, industrial organization, development, and other fields as well. Empirical processes and asymptotic theory, nonparametric and semiparametric estimation, continuous time econometrics.

CILO-1: Identify advanced statistical methods that were used to analyze economic data. CILO-2: Discuss key points in academic articles on econometric techniques and models. CILO-3: Evaluate time series analysis and modeling in economic data. CILO-4: Analyze economic data using advanced econometric techniques and interpret the results.