Jun 10, 2023  
2022-2023 Graduate Catalog 
2022-2023 Graduate Catalog

ECO 532 - Applied Time Series Econometrics

This is a graduate course in applied time series econometrics. Theorems and proofs will not be emphasized in this course. Instead, we will work to develop both a significant understanding of the role of time series econometrics in empirical econometrics and a strong ability to execute applied time series econometrics in the development of economic models and in the analysis of economic policy. Identification, estimation, evaluation, hypothesis testing, forecasting, and simulation will be emphasized. Both univariate and multivariate time series processes will be covered and applications will include both microeconomic and macroeconomic models.

Prerequisites & Notes
B or better in ECO 530 or permission

Credits: 3