ECN 395-01 - Advanced Special Topic: Time Series Econometrics

4 credits (Spring)

Empirical research in macroeconomics and international finance often relies on a series of econometric tools designed to analyze time-series data. This course will provide students with an introduction to these tools. The course will cover autoregressive (AR) models, distributed lag (DL) models, and autoregressive distributed lag (ADL) models. Additional topics may include unit roots, cointegration tests, and vector autoregressions. The course will likely include a research component.

Prerequisite: ECN 282 and ECN 286 with grades S, C, or better.
Instructor: Nandy