2016-2017 Graduate Catalog 
    
    Jul 13, 2020  
2016-2017 Graduate Catalog [ARCHIVED CATALOG]

Add to Portfolio (opens a new window)

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.
Recommended Background: 582 and 583.
Registration Restriction(s): Minimum student level – graduate.



Add to Portfolio (opens a new window)