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
Winter 2025 Course Sections
Summer 2025 Course Sections
Fall 2025 Course Sections
Add to Portfolio (opens a new window)
|