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 and panel data methods. Generally offered during winter semesters.
Prerequisite(s): ECN 4050 with a minimum grade of (C)