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 central.carleton.ca
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 central.carleton.ca
