Welcome - Time Series in Economics
ECON 4440 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 vector autoregressive models and Markov switching models.
FORMAT: Lecture
PREREQUISITES:
ECON 3338.03 (grade of C or higher),
ECON 3339.03 (grade of B or higher)
EXCLUSIONS: ECON 5440.03