Economics 613:

Economic and Financial Time Series I (4.0 units)

Simultaneous equation models, dynamic structural econometric models, vector autoregressions, causality, forecasting, univariate and multivariate nonstationary time series, tests for unit roots, cointegration, autoregressive conditional heteroscedasticity models, time series models with changes in regime. Prerequisite: ECON 609.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
26234D001Lecture9:00-11:50amTuesday15 of 25Hashem PesaranKAP319session datesbook list
Information accurate as of 3/11/2015 10:56 AM.