Mar 28, 2024  
2015-2016 University Catalog 
    
2015-2016 University Catalog [ARCHIVED CATALOG]

AGEC 65500 - Applied Economic Time Series Analysis


Credit Hours: 3.00. This course is designed to improve students’ abilities to estimate and interpret time series models. The course begins with univariate models and progresses to multivariate analysis. Alternative methods for identifying, estimating, and forecasting with time series models will be discussed. In addition, analysis of non-stationary time series and co-integration modeling will be covered in this course. Prerequisite: AGEC 65100  or Consent of Instructor. Mastery of applied statistics, calculus, and microeconomic theory at the Masters level or higher is desirable. Typically offered Fall.