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Sep 23, 2024
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ECON 516 - Time-Series Analysis
This is an applied economics seminar course that combines macroeconomic theory and policy with time series estimation techniques that are used to estimate and evaluation macroeconomic relationships. Time series applications include auto-regressive and moving averages (ARIMA) models, forecasting, unity root and cointegration, generalized auto-regressive conditional heteroscedasicity (GARCH) models, vector auto-regressive (VAR) models, vector error correction (VECM) models, and non-stationary and dynamic panel models.
Credit Hours: 3 hrs May not be repeated for credit
Grade Mode: Normal (A-F)
Prerequisite(s): ECON 514 and ECON 501
Class Restriction(s): Graduate standing
Equivalent Course(s): ECON 606
Previously listed as ECON 606 - Macroeconometrics and Time-Series Analysis
Last Updated:
Change to number, title, description, and prerequisites 6/2016, effective Fall 2016; Prereq. and Title 07/2011; Links 05/2011
Summer 2024 Course Sections
Fall 2024 Course Sections
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