ECON 871

Time Series Econometrics.

University of North Carolina at Chapel Hill · UGRD · Fall 2026

1 section
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Advanced introduction to time series analysis. Covers stationarity, ergodicity, autoregressive and moving average models, unit roots and spurious regression, vector autoregressive models, cointegration, structural breaks/parameter instability and models with time-varying parameters.

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Class #north_carolina_chapel_hill-3263Fall 2026UGRD3 credits
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