ECON 928 (01) - Econometrics III, Time Series Econometrics

Econometrics III

Durham   Paul College of Business&Econ :: Economics
Credits: 4.0
Term: Fall 2023 - Full Term (08/28/2023 - 12/11/2023)
Grade Mode: Letter Grading
Class Size:   20  
CRN: 16157
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.
Registration Approval Required. Contact Instructor or Academic Department for permission then register through Webcat.
Prerequisite(s): ECON 926 with minimum grade of B- and ECON 927 with minimum grade of B-
Instructors: Yin Germaschewski

Times & Locations

Start Date End Date Days Time Location
8/28/2023 12/11/2023 T 5:40pm - 8:30pm PCBE 205