(3 units). Analysis of the concepts and tools used in time-series econometrics with particular focus on empirical applicability. Topics may include cointegration analysis, error-correction models, VAR models, volatility analysis, and non-linear time-series models, together with relevant economic applications. This course is equivalent to ECON 5713 at Carleton University. Course Component: Lecture Prerequisite: ECO 5185.
(3 units). Analysis of the concepts and tools used in time-series econometrics with particular focus on empirical applicability. Topics may include cointegration analysis, error-correction models, VAR models, volatility analysis, and non-linear time-series models, together with relevant economic applications. This course is equivalent to ECON 5713 at Carleton University. Course Component: Lecture Prerequisite: ECO 5185.
