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Mar 11, 2026
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2023-2024 Graduate Catalog This is not the most recent catalog version; be sure you are viewing the appropriate catalog year.
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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 May be repeated for additional credit
Grade Mode Normal (A-F) Course Rotation Unknown rotation (in-person)
Prerequisites - ECON 514
Restriction by Major -
Restriction by Degree Type - Graduate standing
Equivalent Course(s) - ECON 606
Course History -
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
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