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 economics and financial variables. Some of the topics covered are time series decomposition methods, smoothing methods, ARIMA, ARCH/GARCH and VAR. Prerequisite: ECON 384 (or professor approval) and a minimum grade of “B-” in ECON 385 .