ECON 547

Time-Series Econometrics

Units: 1.5

Time-series theory and its application. Topics may include: ARMA modelling; detecting non-stationarity; structural breaks; multiple unit roots; seasonality; cointegration tests VAR and VECM models.

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

Schedules:
Summer 2019 Fall 2019 Spring 2020

Summer timetable available: February 15. Fall and Spring timetables available: May 15.

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