ECON 928

Econometrics III, Time Series Econometrics

University of New Hampshire-Main Campus · UGRD · Fall 2026

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Basic and advanced time series models with up-to-date empirical techniques with emphasis on the application of econometric tools to economic issues. Selected topics include stationary ARMA models, unit roots and cointegration, VAR, ARCH dynamic panel data models, structural break models, and non-linear time series models.

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Class #new_hampshire_main_campus-ECON928Fall 2026UGRD4 credits
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