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May 18, 2024
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ECON 9090 - Time-Series Econometrics3 Credits (3 Contact Hours)
Introduces methods and models of time-series analysis. Reviews statistical concepts and introduces unique aspects of time-series data. Covers models useful for estimation, forecasting and inference in macroeconomics and finance. Topics include autoregressive-moving average models, their multivariate generalization, nonlinear models of conditional heteroskedasticity, regime-switching models and nonstationary processes. Preq: ECON 8070 .
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