An introduction to the basic concepts and tools of time- series econometrics. Topics include stationary and non- stationary time series, identification, estimation and forecasting, unit root testing, cointegration analysis, error- correction models and ARCH models, together with relevant economic applications. Precludes additional credit for STAT 4603. Prerequisite(s): ECON 4706 with a grade of C- or higher, or STAT 3503 with a grade of C- or higher. Lectures three hours a week.
An introduction to the basic concepts and tools of time- series econometrics. Topics include stationary and non- stationary time series, identification, estimation and forecasting, unit root testing, cointegration analysis, error- correction models and ARCH models, together with relevant economic applications. Precludes additional credit for STAT 4603. Prerequisite(s): ECON 4706 with a grade of C- or higher, or STAT 3503 with a grade of C- or higher. Lectures three hours a week.
