Econometrics I

This is a graduate-level time series econometrics course built around the idea that economic data arrives as dependent sequences through time, so inference has to grapple with persistence, nonstationarity, and shifting regimes rather than assuming iid observations. You'll work through Hamilton chapter by chapter, do problem sets and software-based estimation, and build toward an original empirical paper with a proposal stage along the way. It's the standard first stop in the PhD econometrics sequence and the toolkit nearly every macro, finance, or empirical-IO paper you'll read later quietly depends on.