Econ 721 - Econometrics III
Section 0101
Fall 2022

Instructor:        John C. Chao

Office:              Tydings Hall Room 3141

Office Hours:   Fri 1:00pm – 3:00pm or by appointment

Telephone:       301-405-1579

E-mail:              jcchao@umd.edu


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Course Materials
Syllabus
 
 
Lecture Notes
Linear Trend Model
Unit Roots and Cointegration
Canonical Correlation Analysis
Background Material on Bayesian Econometrics
Monte Carlo Statistical Methods
Markov Chains
Markov Chain Monte Carlo
Models of Conditional Heteroskedasticity
Principal Components Analysis
EM Algorithm
Factor Models
Penalized Regression and Shrinkage Methods