Legacy Course Catalog
ECON 673 - Time Series Econometrics
| Effectivity: | 05/19/2003 - 12/16/2006 @ Purdue West Lafayette Traditional |
|---|---|
| Credits: | 3 |
| Instructional Types: | Lec |
| Usually Offered: | fal spr |
| Short Title: | Time Series Economtrcs |
| Description: | This advanced course gives an up-to-date and comprehensive treatment of modern time series analysis and empirical macroeconomics. Topics include: ARIMA processes, spectral analysis, forecasting, covariance-stationary vector processes, vector autoregressions, state space representations in the Kalman filter, non-stationary time series and fractional integrated processes, and time series models of heteroscedasticity. |
| School: | School Of Management |
| Department: | School Of Management - Adm & Instr |
| Credit By Exam: | YES |
| Repeatable Flag: | NO |
| Temporary Flag: | NO |
| Full Time Privilege Flag: | NO |
| Honors Flag: | NO |
| Variable Title Flag: | NO |
Fall 2007 *** indicates the course was still an active course and was transferred to the Banner Catalog effective Spring 2008. This course was not expired Fall 2007.
