Economics 4120 - Time Series Econometrics for Economics and Finance

Institution:

University of Missouri-St Louis

Subject:

Description:

Prerequisites: ECON 4100 or equivalent and a solid foundation in statistics. Introduction to application of econometric methods to time-series data. Emphasis on model specification as it applies to macroeconomic or financial data. Topics include: Stationary and non-stationary time-series, seasonality, random walks, unit roots, Dickey-Fuller tests, cointegration, ARCH/GARCH models, and general to specific modeling (ADLs). Specific applications to macro-economics, international economics and/or financial markets.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.umsl.edu/

Phone Number:

(314) 516-5000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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