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Course Prefix: ECO   Course #: 561   Keywords:     showing 0 to 1

ECO 561SEM Econ Fluctuatn & Forecast


This is an introductory course for time series analysis with an emphasis on prediction. Forecasting is important in decision making process of economic agents, because of the simple fact: most economic variables of interest vary randomly over time. Topics include: stationary ARMA processes, forecasting, covariance-stationary vector processes, vector auto-regressions, models of non-stationary time series, and processes with deterministic time trends, univariate processes with unit roots, unit roots in multivariate time series, co-integration, and time series models of hetero-skedasticity.

Credits: 3
Grading: Graded (GRD)
Typically Offered: Varies
Requisites: Prerequisite: ECO 505, 507 and 580.
Visit the Office of the Registrar’s Class Schedules page for more detailed and updated information.
Published: Jan 17, 2023 15:11:37