ECON 895: Special Topics in Economics

ECON 895-004: Time Series Econometrics
(Spring 2023)

07:20 PM to 10:00 PM W

Music Theater Building 1002

View in the schedule of classes

Section Information for Spring 2023

This course will help you develop skills to analyze data that evolves over time, such as GDP, interest rates, stock prices, exchange rates, etc. Although the focus is primarily applied, we will discuss important theoretical concepts as well. We will rely on statistical software (primarily STATA) to develop univariate models (such as ARMA and ARIMA) as well as multivariate models (vector autoregressions, Structural VARs, Cointegration and Error Correction models). We will also develop simulation techniques and discuss analysis in the frequency domain. Applications will include, but are not limited to, macroeconomics, monetary economics, pricing of cryptocurrencies, international political relations, simulations, etc. To get the most out of this course, previous exposure to econometrics, basic differential equations, and basic linear algebra would be very helpful. The course is open to all Ph.D. as well as M.A. students.

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Course Information from the University Catalog

Credits: 3

Topics vary according to interests of instructor. Emphasizes new areas of discipline. May be repeated within the term.
Specialized Designation: Topic Varies
Registration Restrictions:

Enrollment limited to students with a class of Advanced to Candidacy, Graduate or Non-Degree.

Enrollment is limited to Graduate level students.

Schedule Type: Lec/Sem #1, Lec/Sem #2, Lec/Sem #3, Lec/Sem #4, Lec/Sem #5, Lec/Sem #6, Lec/Sem #7, Lec/Sem #8, Lec/Sem #9, Lecture, Sem/Lec #10, Sem/Lec #11, Sem/Lec #12, Sem/Lec #13, Sem/Lec #14, Sem/Lec #15, Sem/Lec #16, Sem/Lec #17, Sem/Lec #18
This course is graded on the Graduate Regular scale.

The University Catalog is the authoritative source for information on courses. The Schedule of Classes is the authoritative source for information on classes scheduled for this semester. See the Schedule for the most up-to-date information and see Patriot web to register for classes.