ECO 461SEM - Time Series Analysis and Forecasting

This course considers alternative stochastic specifications of linear dynamic econometric models. It studies, among other topics, appropriate estimation techniques, the nature of the fluctuations of the major macroeconomic variables implied by the models, and the problem of forecasting. It emphasizes time-series models.

Credits: 3

Grading
Graded (GRD)

Typically Offered:
Spring

Requisites:
Pre-Requisite: ECO 405, ECO 407 and ECO 480.