Nov 21, 2024  
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ECON 505 - Advanced Macroeconometrics: Time Series and Forecasting (3)

Advanced estimation techniques of macroeconomic data. Economic forecasting. Time series econometrics. Stationarity and unit roots. Deterministic and stochastic processes. Vector Autoregressive Analysis. Macroeconomic applications. Use of econometric and statistical computer softwares.

Prerequisites: ECON 440 , ECON 441 ; Economics graduate standing.

Graduate-level

Typically Offered: Fall


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