Applied Time Series Econometrics. (3-0) 3 Credit Hours

Catalog description

Prerequisite: ECO 6103 or consent of instructor. The course is a survey of techniques to analyze and forecast time series. Topics include, but are not limited to, time series data characteristics, autoregressive (AR) and moving average (MA) models and their integrated variants (ARIMA), and vector autoregressive (VAR) models for policy evaluation. The course offers the opportunity to gain hands-on experience with programming, data analysis, model building, statistically-informed interpretation, and data-driven decision-making, with practical applications using real-world datasets from economics, finance, marketing, and social sciences. This course has Differential Tuition.