AEC 822A - Time Series Econometrics I

Institution:

Michigan State University

Subject:

Description:

Semester: Fall of every year Credits:Total Credits: 3 Lecture/Recitation/Discussion Hours: 3 3(3-0) Prerequisite: EC 820B Description: Analyses of time series regression, stationary time series analysis, ARMA models, Wold decomposition, spectral analysis, vector autoregressions, generalized method of moments, functional central limit theorem, nonstationary time series, unit root processes, cointegration, and other advanced topics. Semester Alias: EC 822 Interdepartmental With: Economics, Finance, Statistics and Probability Administered By: Economics Effective Dates: FALL 2008 - Open View all versions of this course

Credits:

0.00 - 3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.msu.edu

Phone Number:

(517) 355-1855

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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