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Oct 19, 2024
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ECN 406 - 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 heteroskedasticity, economic forecasting, co-integration, error correction models, vector autoregressive models, panel data methods. (Generally offered during winter semesters.) Prerequisite(s): ECN 405 (2.0)
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