| Course ID: | ECON 8130. 3 hours. |
| Course Title: | Time Series Econometrics |
Course
Description: | An introduction to the economic and statistical analysis of time
series. Topics include linear regression with time series data,
ARMA models, VAR models, ARCH and other non-linear models,
unit-root non-stationary processes, and cointegration. |
| Oasis Title: | TIME SERIES |
| Prerequisite: | ECON 8080 |
| Grading System: | A-F (Traditional) |
|
| Course Objectives: | The course objective is to provide advanced training in time-
series econometrics to Ph.D. students in economics and related
disciplines. Upon completion of the course, graduate students
will be able to utilize these techniques for independent
research, and to understand how these techniques are used in the
relevant literature to extend knowledge. |
| Topical Outline: | 1. Introduction to time series analysis
2. Linear regression with time series data
3. Time series models
4. Non-stationarity in time series models |