ECON 5713
(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.
Topics
- cointegration analysis
- error-correction models
- VAR models
- volatility analysis
- non-linear time-series models
- together with relevant economic applications
Course catalogue
Prerequisites & course information
Prerequisite(s): ECON 5027 (or equivalent), or permission of the Department.
Sources
- Course catalogue ↗2026–2027
- ECON-5713W-Chu-2026-W ↗2026