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.
26234D001Lecture9:00-11:50amMonday5 of 22Hashem PesaranKAP319session dates
Information accurate as of February 7, 2022 7:48 am.