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EC455

Advanced Econometrics: Time Series Analysis

0.5 credits · Undergraduate

Winter 2019 · Time Series Analysis

Topics

  • Econometric time-series methods and advances in regression
  • cross-listed with EC455 in this outline.

Readings

  • Time Series Analysis with Applications in R — J. Cryer and K. Chan, 2nd edition (2008).
    Listed
  • Applied Econometric Time Series — W. Enders, 4th edition (2014).
    Listed
  • Time Series Analysis and Its Applications: with R Examples — Robert H. Shumway and David S. Stoffer, 4th edition (2017).
    Listed
Sources