ECN 406 - Time Series Econometrics

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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 heteroskedasticity, economic forecasting, cointegration, error correction models, vector autoregressive models, panel data methods. (Generally offered during Winter semesters.)
Prerequisite(s): ECN 405 (2.0)