EconomicsECON 211C Advanced Econometrics III

Covers foundational time series analysis for economics. Topics include: linear time series models, numerical estimation, forecasting, vector autoregression models, the Kalman filter, unit roots, and cointegration.

Requirements

Prerequisite(s): ECON 211B. Enrollment is restricted to graduate students.

Credits

5

Quarter offered

Spring

Instructor

The Staff