Teaching

Université du Québec à Montréal

ECO7036 — Économétrie I

Master’s level. The general linear regression model; generalized least squares and maximum likelihood estimation; multicollinearity, specification error, autocorrelated residuals, stochastic regressors and measurement error; distributed lag and autoregressive models; systems of simultaneous equations.

ECO9036 — Macroéconométrie

Doctoral level. Estimation and inference problems specific to macroeconometrics: specification tests, univariate and multivariate stationary time series, non-stationarity and cointegration, dynamic adjustment models, GMM and simulated method of moments, and numerical simulation methods. Applications are drawn from current debates in real, monetary and financial macroeconomics.