ECON 70305 - Time Series Econometrics

Institution:

University of Notre Dame

Subject:

Economics

Description:

This course starts from traditional Box-Jenkins type of stationary time series model such as autoregressive and moving average models. We will study stationary and asymptotically independent time series sequences. Then, we will move to study modern treatment of non-stationary time series analysis such as unitroot, cointegration and error correction models.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.nd.edu

Phone Number:

(574) 631-5000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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