Economics 127 - Special Topics in Econometrics:Economic and Financial Forecasting

Institution:

Claremont McKenna College

Subject:

Description:

Weidenmier An introduction to time series models with applications to macroeconomics and finance. Topics include single equation forecasting techniques (ARIMA) and system (VAR) estimation, unit roots estimation and testing, and GARCH models. Prerequisite: Economics 125. Offered every year.

Credits:

1.50

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.claremontmckenna.edu/

Phone Number:

(909) 621-8000

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Semester

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