ECON 928 (01) - Times Series Econometrics

Times Series Econometrics

Durham   Paul College of Business&Econ :: Economics
Credits: 4.0
Term: Spring 2022 - Full Term (01/25/2022 - 05/09/2022)
Grade Mode: Letter Grading
Class Size:   20  
CRN: 56996
Basic and advanced time series models with up-to-date empirical techniques with emphasis on the application of econometric tools to economic issues. Selected topics include stationary ARMA models, unit roots and cointegration, VAR, ARCH dynamic panel data models, structural break models, and non-linear time series models. Prereq: ECON 926 and ECON 927 or equivalents.
You must sign up in the Dept Office before registering through WEBCAT.
Instructors: Yin Germaschewski

Times & Locations

Start Date End Date Days Time Location
1/25/2022 5/9/2022 TR 11:10am - 12:30pm PCBE 205