ECON 4710
Introduction to Forecasting and Time Series Econometrics
Course Description
Investigates the unique challenges encountered in the analysis of time series data and some of the econometric techniques that have been developed to address those challenges. Analyzes the theory and practice of forecasting economic variables. Specific topics will include ARMA models, deterministic versus stochastic trends, unit roots and unit root tests, seasonality, structural breaks, and ARCH/GARCH models.