Apr 24, 2024

2020-2021 Graduate Catalog

2020-2021 Graduate Catalog This is not the most recent catalog version; be sure you are viewing the appropriate catalog year.

ECON 516 - Time Series Econometrics

This course focuses on modeling time series data and estimating time series relationships by applying linear regression analysis to the assessment of dynamic causal effects and to economic forecasting. The topics covered include trends and seasonality, stationarity, serial correlation and heteroskedasticity, unit roots, and autoregressive moving average (ARMA) modeling.

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

Course Rotation -

Prerequisites - ECON 514
Other Restrictions -
Restriction by Major -
Restriction by Degree Type - Graduate standing

Additional Information:

Equivalent Courses: ECON 606
Updates: Change to title, description, and prerequisites 4/2018, effective Fall 2018; Change to number, title, description, and prerequisites 6/2016, effective Fall 2016; Change to title and prerequisite 7/2011

Summer 2024 Course Sections

Fall 2024 Course Sections