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