Times Series Econometrics
Credits: 4.0
Term: Spring 2022 - Full Term (01/25/2022 - 05/09/2022)
Grade Mode: Letter Grading
Term: Spring 2022 - Full Term (01/25/2022 - 05/09/2022)
Grade Mode: Letter Grading
Class Size:
20
CRN: 56996
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.
Department Approval Required. Contact Academic Department for permission then register 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 |