This site uses cookies. By continuing to use this site, closing this banner, or clicking "I Agree", you agree to the use of cookies.
Read our cookies policy and privacy statement for more information.

Stand with UkraineDonate

Cleveland State University Course Info

Cleveland, Ohio


Course Info

Search for courses by clicking on letters of the alphabet or by using a search bar. Explore course description, number of credits required and course sequences to satisfy graduation requirements.

ECN 725

Time Series Econometrics

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 625.

Units: 4.0

ECN 622 - Econometrics
ECN 610 - Mathematical Economics for Economists