ECON 483. Applied Time Series Analysis

3.00
This is an advanced level class in Econometrics with an emphasis on Time Series techniques. This course covers a broad range of time series methods commonly used in research and industry for generating short term forecasts for important economic and financial variables. Some of the topics covered are time series decomposition methods, smoothing methods, ARIMA, ARCH/GARCH, and VAR. Prerequisite: Minimum grade of “B-” in ECON 385

Print this Page