Apr 25, 2024  
2009-2010 Graduate Catalog 
    
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2009-2010 Graduate Catalog [ARCHIVED CATALOG]

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ECON 683 - Time Series Econometrics

3 Credit Hours
Univariate and multivariate time series modeling of economic data-AR, MA, ARMA, VAR; models of non-stationary time series-unit roots, cointegration and error correction models; time series models of heteroskadasticity-ARCH, ARCH-M, GARCH; exogeneity and causality.
(DE) Prerequisite(s): 582 and 583.


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