ECON-493 Advanced Topics in Econometrics: Times Series Analysis
Prerequisite: ECON-477
Curriculum: Fulfills Economics requirement (pending approval)
Description: A review the time-series models: autoregressive and moving average methods, stationary and non-stationary time series, and the Box-Jenkins approach to time-series modeling. Related topics include unit root and co-integration tests.
Current Text: under review
|
Course ID
|
Credits
|
Instructor
|
Language
|
Days
|
Hours
|
Term
|
|
ECON-493-M01
|
3
|
TBA
|
Eng
|
TR
|
14:00-15:15
|
Spring
|
|