ECON 8130: Time Series Econometrics
An introduction to the economic and statistical analysis of time series. Topics include linear regression with time series data, ARMA models, VAR models, ARCH and other non-linear models, unit-root non-stationary processes, and cointegration.
Prerequisite: ECON 8080.
- ECON 8130: Time Series Econometrics (UGA Bulletin)