Applied Time-Series Econometrics and Forecasting

Catalog description

Continuation of ECON 6560 , focusing on more advanced time-series econometric issues and forecasting techniques using models such as VAR, VEC, ARCH/GARCH, ARIMA, and related smoothing filter methods, as well as approaches for combining and evaluating forecasts. Emphasis on the practical knowledge of above techniques, and on reporting and presenting econometric results.