Course Code : 2952455
Course Credit : 3(3-0-6)
(Prerequisites: 2952355 INTRO ECONOMET)
ECONO TIME SER
Course Description :
Time series; stochastic processes; autocovariance and autocorrelation function; stationary stochastic processes; autoregressive moving average processes; vector autoregressions; generalized autoregressive conditional heteroscedasticity; integrated processes; unit roots in economic time series; cointegration and error correction; vector error correction and estimation.