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Course Prefix: ECO   Course #: 561   Keywords: null  

ECO 561SEM Econ Fluctuatn & Forecast

Seminar

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
 
Published: Sep 13, 2021 15:02:55