Certificate in Data Analytics - 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 3339.03 with minimum grade of C) OR (
ECON 3338.03 OR
STAT 3340.03 with minimum grade of B+) OR Permission from the Instructor.
EXCLUSIONS:
ECON 5440.03