Macroeconometrics [Time-Series Analysis]
3.0
creditsAverage Course Rating
This course focuses on the practical uses of time-series econometrics in a macroeconomic context. The topics covered include autoregressive-moving average processes, non-stationary time series models, unit root tests, vector autoregression models, and cointegration analysis. Prerequisites:440.606 Econometrics. Corequisites: 440.602 Macroeconomic Theory.
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