ECON 3360 Time Series Econometrics 3.0 Credits
This course introduces the students to time series econometric models and provide them with tools for empirical analysis using time series economic and financial data, with specific emphasis on application and forecasting. This course draws upon macroeconomics and financial economics for the purpose of applying various time-series econometric tools to real world examples. The topics to be covered include AR, MA, ARMA/ARIMA models, deterministic and stochastic trends, structural breaks, vector auto regression (VAR) models, time-varying volatility, and some of recently developed tools in non-stationary time series econometrics. As an elective, it provides additional depth for interested students.
Repeat Status: Not repeatable for credit
Prerequisites: (ECON 201 [Min Grade: C] or ECON 1201 [Min Grade: C]) and (ECON 202 [Min Grade: C] or ECON 1202 [Min Grade: C]) and (STAT 201 [Min Grade: C] or STAT 2201 [Min Grade: C] or MATH 311 [Min Grade: C] or MATH 2801 [Min Grade: C]) and (ECON 350 [Min Grade: C] or ECON 2350 [Min Grade: C])