Welcome - Time Series in Economics ECON 5440   Time Series in Economics
CREDIT HOURS: 3
This is a course in econometrics that focuses on time series models. The topics cover estimation and inference procedures for univariate and multivariate time series models with stationary and nonstationary data, including stationary univariate time series models (ARMA), unit-root testing, vector autoregressive and vector error correction models, autoregressive heteroscedasticity (ARCH/GARCH), and Markov switching models.
FORMAT: Lecture
EXCLUSIONS: ECON 4440.03
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