May 15, 2024  
2014 - 2015 Undergraduate Catalog 
    
2014 - 2015 Undergraduate Catalog [ARCHIVED CATALOG]

ECON 408 - Time-Series Econometrics


Spring (3) Moody Prerequisite(s): ECON 308 , ECON 331  (or MATH 211 ).

This course is an introduction to the econometric analysis of time series data. Topics include ARIMA models, forecasting, analysis of nonstationary series, unit root tests, co-integration and principles of modeling.