Jan 15, 2025  
2019-2020 Graduate Catalog 
    
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2019-2020 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.
Recommended Background: 582 and 583.
Registration Restriction(s): Minimum student level – graduate.


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