APEC 7330 - Econometrics III

Institution:

Utah State University

Subject:

Applied Economics

Description:

Provides in-depth coverage of current topics/techniques in applied econometric time series analysis, with an emphasis on econometric model development, estimation, and interpretation. Topics include difference equations, lag operators, stationary ARMA processes, modeling economic time series including trends and volatility, testing for trends and unit roots, vector autoregressions, the Kalman filter including the state space representation of a dynamic system, cointegration, and error-correction models. Prerequisite/Restriction: APEC 7320/ECN 7320.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.usu.edu

Phone Number:

(435) 797-1000

Regional Accreditation:

Northwest Commission on Colleges and Universities

Calendar System:

Semester

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