Econometrics III
Durham
Paul College of Business&Econ::Economics
Credits: 4.0
Class Size: 20
Term:
Spring 2025
-
Full Term (01/21/2025
-
05/05/2025)
CRN:
56005
Grade Mode:
Letter Grading
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.
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 |
|---|---|---|---|---|
| 1/21/2025 | 5/5/2025 | TR | 11:10am - 12:30pm | PCBE 205 |
