Dec 30, 2024  
Course Catalog 2016-2017 
    
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Course Catalog 2016-2017 [ARCHIVED CATALOG]

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ECON 357 - Time Series Econometrics


Semester Offered: Second Semester
Full
Credits: 4 hours
Attribute: 4SS

This course investigates how to estimate econometric models from time series data. Topics include stationary and non-stationary time series models, vector auto-regression models, and other advanced topics. Students will develop the tools to derive and test model specifications and an appreciation of the problems associated with modeling time series data.
Enrollment Limit: 20
Instructor: E. Tallman
Prerequisites & Notes
Prerequisite & Notes: ECON 251, ECON 255.


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