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ECON 4713 [0.5 credit] Time-Series Econometrics

An introduction to the basic concepts and tools of time-series econometrics. Topics include stationary and non-stationary time series, identification, estimation and forecasting, unit root testing, cointegration analysis, error-correction models and ARCH models, together with relevant economic applications.
Precludes additional credit for ECON 4803 (no longer offered) and STAT 4603.
Prerequisite(s): ECON 4706 with a grade of C- or higher, or STAT 3503 with a grade of C- or higher.
Lectures three hours a week.

Mathematics and Statistics

Undergraduate Calendar

...3001 , ECON 4001 , ECON 4002 , ECON 4004 , ECON 4025 , ECON 4706 , ECON 4707 , ECON 4713...