ECON 547

Time-Series Econometrics

Units: 1.5

Advanced time-series theory and its application. Topics may include: non-stationarity tests and their extension to allow for structural breaks; stochastic seasonality; multiple unit roots; single-equation and systems approaches to cointegration for annual and seasonal data; and construction and estimation of error-correction models.

Graduate course in the Economics program administered by the Faculty of Graduate Studies.