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This course will cover topics on time-series regression analysis including (i) stationary time-series models for forecasting: ARMA models; (ii) modelling volatility; (iii) nonstationarity and tests for nonstationarity due to unit roots and structural breaks; (iv) Vector Autoregressions (VAR) and structural VAR; (v) cointegration and vector error correction models (VECM); and (vi) Other selected topics on Dynamic Causal Effects and Bayesian estimation methods. Cross-listed with ECN 725. Candidates for the M.A. in Economics should register for ECN 625.