TIME SERIES ANALYSIS      3 Credit Hours

Catalog description

(Slashed with ECON 62056 ) Covers various univariate and multivariate time series models, including autoregressive moving average (ARMA), general autoregressive conditional heteroskedasticity (GARCH), value at risk (VaR), vector autoregressive(VAR) and vector error correction model (VECM), etc. Students will gain hands-on experience with all models learned in the course.