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2009-2010 Undergraduate Calendar

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Economics (ECON)

Department of Economics
Faculty of Public Affairs

ECON 4713 [0.5 credit]

Time-Series Econometrics

An introduction to the basic concepts and tools of time-series econometrics. Topics include stationary and non-stationary time series, identification, estimation and forecasting, unit root testing, cointegration analysis, error-correction models and ARCH models, together with relevant economic applications.
Precludes additional credit for ECON 4803 (no longer offered) and STAT 4603.
Prerequisites: ECON 4706 with a grade of C- or higher, or STAT 3503 with a grade of C- or higher.
Lectures three hours a week.

Summer session: some of the courses listed in this Calendar are offered during the summer. Hours and scheduling for summer session courses will differ significantly from those reported in the fall/winter Calendar. To determine the scheduling and hours for summer session classes, consult the class schedule at

Not all courses listed are offered in a given year. For an up-to-date statement of course offerings for the current session and to determine the term of offering, consult the class schedule at

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