Description
An introduction to the basic concepts and tools of time-series econometrics. Topics include stationary and non-stationary time series, identification, estimation and forecasting, unit root testing, cointegration analysis, error-correction models and ARCH models, together with relevant economic applications.
Prerequisites
- Prerequisite(s): ECON 4706 with a grade of C- or higher, or STAT 3503 with a grade of C- or higher.
Conditions and arrangements
- Precludes additional credit for Precludes additional credit for STAT 4603 .
- Prerequisite(s): ECON 4706 with a grade of C- or higher, or STAT 3503 with a grade of C- or higher.
- Lectures three hours a week.
Reference text in its original language
An introduction to the basic concepts and tools of time-series econometrics. Topics include stationary and non-stationary time series, identification, estimation and forecasting, unit root testing, cointegration analysis, error-correction models and ARCH models, together with relevant economic applications.
- Prerequisite(s): ECON 4706 with a grade of C- or higher, or STAT 3503 with a grade of C- or higher.
- Precludes additional credit for Precludes additional credit for STAT 4603 .
- Lectures three hours a week.
Sources and references
Dates and sources are retained to help you verify the information. Translations are provided to facilitate reading; the official source governs conditions and requirements.
Source reference : https://calendar.carleton.ca/undergrad/courses/ECON/