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.

Grading System

A-F (Traditional)

Prerequisite

ECON 8080

Athena Title

TIME SERIES

Syllabi ECON 8130
Credit Hours 3.0