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.
Schedule of Classes
If ECON 8130 is not offered for Fall 2014 you will see a page stating "No classes were found that meet your search criteria."
Course schedule information for the Fall 2014 term is currently only available in Athena.