ECN 4060 - 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 heteroscedasticity, economic forecasting, co-integration, error correction models, vector autoregressive models, panel data methods. (Generally offered during winter semesters). (Formerly ECN 406)
Prerequisite(s): (ECN 405 or ECN 4050) with a minimum grade of 2.0.