Applied Econometrics and Time Series - ECN 314
This course provides students withacomprehensivetreatmentofeconometric techniques applied in time series models. The course stresses on application and econometric theory. This course introduces students to many topics in Time Series including stationary and non-stationary time series models, the difference between deterministic and stochastic trend, and the estimation and elimination of trend notation. Students will also learn univariate time series models (AR, MA, ARMA, ARIMA and Seasonal ARIMA models). They will also learn the Box and Jenkins forecasting methodology. The course also covers the concept of Granger causality and the estimation of Multivariate models (Vector Auoregressive models). An interactive econometric software package is used (Eviews). Prerequisite: ECN313.