ECO 5740 - Forecasting and Time Series Models (3) [DL]

When Offered: Spring
An examination of time series models for purposes of forecasting and performing time series regressions in economics, business, and the social sciences. Topics covered may include ARIMA, VAR, Granger causality, unit roots, spurious regressions, ARCH, and GARCH. Computer software will be utilized in applications.
Prerequisite: ECO 2200 (Business and Economic Statistics II) or permission of the instructor.
[Dual-listed with ECO 4740.]