ECON 5660 - Time Series Econometrics and Forecasting

Institution:

University of North Texas

Subject:

Economics

Description:

5660. Time Series Econometrics and Forecasting. 3 hours. Focuses on time series analysis and forecasting methodologies applied to problems typically encountered in economics, finance, and accounting. Topics include: AR, MA, and ARMA models; dynamic time series models; non-stationarity and tests for unit roots; ARCH and GARCH models; VAR models and impulse response functions; fractional integration and cointegration; and, error correction models. Computer applications will be used to reinforce the theoretical models. Usually offered spring semester. Prerequisite(s): ECON 5640 or consent of department.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.unt.edu

Phone Number:

(940) 565-2000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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