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ECON 5713 [0.5 credit] (ECO 6176, ECO 6576) Time-Series Econometrics

Analysis of the concepts and tools used in time-series econometrics with particular focus on empirical applicability. Topics may include cointegration analysis, error-correction models, VAR models, volatility analysis, and non-linear time-series models, together with relevant economic applications.
Precludes additional credit for ECON 5703 (no longer offered).
Prerequisite(s): ECON 5027 (or equivalent), or permission of the Department.