Jan 15, 2025

2017-2018 Undergraduate Catalog

2017-2018 Undergraduate Catalog This is not the most recent catalog version; be sure you are viewing the appropriate catalog year.

ECON 416 - Time-Series Econometrics

This course focuses on the modeling time-series data and estimating time-series relationships using examples from macroeconomic theory and policy. The topics covered in this course included autoregressive and moving averages (ARIMA) models, unit root cointegration, generalized autoregressive conditional heteroscedasticity (GARCH) models, vector autoregressive (VAR) models, vector error correction (VECM) models, and non-stationary and dynamic panel models.

Credit 3 hrs May not be repeated for additional credit
Grade Mode Normal (A-F)

Prerequisite(s) ECON 415 and MATH 120
Class-Level Restriction Undergraduate standing

Updates New Course 2/2017, effective Fall 2017

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