ECON127 CM - Special Topics in Econometrics: Economic and Financial Forecasting

An introduction to time series models with applications to macroeconomics and finance. Topics include single equation forecasting techniques (ARIMA) and system (VAR) estimation, unit roots estimation and testing, and GARCH models.

Prerequisite: ECON 125 CM

Offered: Every year

Credit: 1

Course Number: ECON127 CM