everything.study
ARE 240C

— Time Series Econometrics

(4 units)

Probability theory; estimation, inference and forecasting of time series models; trends and non-standard asymptotic theory; vector time series methods and cointegration; time series models for higher order moments and transition data; state-space modeling; the Kalman filter.

Prerequisites & course information

Course Description: Probability theory; estimation, inference and forecasting of time series models; trends and non-standard asymptotic theory; vector time series methods and cointegration; time series models for higher order moments and transition data; state-space modeling; the Kalman filter. Learning Activities: Lecture 3 hour(s), Discussion 1 hour(s). Cross Listing: ECN 240C . Grade Mode: Letter. Learning Activities: Lecture 3 hour(s), Discussion 1 hour(s). Cross Listing: ECN 240C . Grade Mode: Letter.

Sources