ECON 9090 - Time-Series Econ

Institution:

Clemson University

Subject:

Economics

Description:

Introduces methods and models of time-series analysis. Reviews statistical concepts and introduces unique aspects of time-series data. Covers models useful for estimation, forecasting and inference in macroeconomics and finance. Topics include autoregressive-moving average models, their multivariate generalization, nonlinear models of conditional heteroskedasticity, regime-switching models and nonstationary processes. Preq: ECON 8070.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.clemson.edu

Phone Number:

(864) 656-4636

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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