Oct 18, 2019  
2018-2019 Undergraduate Catalog 
    
2018-2019 Undergraduate Catalog [ARCHIVED CATALOG]

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ECN 4060 - Time Series Econometrics

(3)
Survey of econometric methods related to time series data. Topics include: distributed lag models, spurious regression, time series decomposition, stationarity, autoregressive processes, moving average processes, random walks, unit roots, serial correlation, autoregressive conditional heteroscedasticity, economic forecasting, co-integration, error correction models, vector autoregressive models, panel data methods. (Generally offered during winter semesters).
Prerequisite(s): ECN 4050  with a minimum grade of (C)



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