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.

Oasis Title

TIME SERIES

Grading System

A-F (Traditional)

Prerequisite

ECON 8080

Syllabi ECON 8130
Credit Hours 3.0
Related Programs

Schedule of Classes

Spring 2014

Time Mon Tue Wed Thu Fri
2 pm
3 pm
2 pm-3:15 pm
0204 Sanford Hall
25772
2 pm-3:15 pm
0204 Sanford Hall
25772