ECON 4713
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.
Topics
- 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
Course catalogue
Prerequisites & course information
Precludes additional credit for 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.
Sources
- Course catalogue ↗2026–2027