ECON 613 Economic and Financial Time Series I

Units: 4
Terms Offered: Fa

Simultaneous equation models, dynamic structural econometric models, vector autoregressions, causality, forecasting, univariate and multivariate nonstationary time series, tests for unit roots, cointegration, autoregressive conditional heteroscedasticity models, time series models with changes in regime.
Prerequisite: ECON 609.
Instruction Mode: Lecture
Grading Option: Letter