— Time Series Econometrics

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 and the Kalman filter. Learning Activities: Lecture 3 hour(s), Discussion 1 hour(s). Cross Listing: ARE 240C . Grade Mode: Letter. Learning Activities: Lecture 3 hour(s), Discussion 1 hour(s). Cross Listing: ARE 240C . Grade Mode: Letter.