Econometrics II - Time Series

3.00 crs.

This course is an advanced level statistics course focusing on time-series models. The course covers how to detect, estimate, and make valid inferences from univariate, multivariate, and potentially panel data. Classic univariate models may include autoregressive, moving average, integrated, and distributed lag models; multivariate models may include vector autoregressions and cointegrated models; panel-data models include panel-VARs. The course focuses more on applied work than on its theoretical underpinnings. Students are actively involved with computer exercises in this course, using the STATA software program. Students will complete a comprehensive statistical research project.

Course Prerequisite

Course Cross-listing

Course Corequisite