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.