EC455/ST492
Advanced Econometrics: Time Series Analysis
0.5 Credit

This course provides a survey of time series analysis methods. General topics include models for stationary and nonstationary time series, ARIMA specification, parameter estimation, model diagnostics, forecasting and seasonal models. Advanced topics such as GARCH, VAR and other time series methodologies in econometrics and finance are also covered. (Cross-listed as ST492.)