Jun 17, 2024  
2020-2021 University Catalog 
    
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2020-2021 University Catalog [ARCHIVED CATALOG]

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ECON 67300 - Time Series Econometrics

Credit Hours: 1.00 to 3.00.  This advanced course gives an up-to-date and comprehensive treatment of modern time series analysis and empirical macroeconomics. Topics include: ARIMA processes, spectral analysis, forecasting, covariance-stationary vector processes, vector autoregressions, state space representations in the Kalman filter, non-stationary time series and fractional integrated processes, and time series models of heteroscedasticity. Prerequisite: ECON 67200 . Typically offered Fall Spring.Credits: 1.00 to 3.00


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