-Advanced Topic in Time Series: Seasonal Auto Regressive Moving Average (SARIMA) models, ARCH and GARCH models, Auto Distributive approach to co-integration, Johansen co-integration.
-Models with lagged variables
-Models for Panel Data: Fixed Effect, Random Effect, Panel GMM (Generalized Methods of Moments), Panel Bootstrap Standard Error, Policy analysis with panel data.
-Logit Models for multinomial choice: Multinomial Logit, Conditional Logit, Additive Random Utility Model, Nested Logit Models

1. Microeconometrics- Methods and Application, A. Collin Cameron and Pravin K. Trivedi
2. Econometric Analysis of Cross Section and Panel Data, Je¤rey M. Wooldridge
3. Time Series Analysis, James D. Hamilton
4. Pindyck, R.S., and D.L. Rubinfeld.: Econometric Models and Econometric Forecasts4th Edition, Irvin McGraw Hill, 1998.