ECON684

Prerequisite: ECON642; and ECON645. Restriction: Must be in M.Prof.Studies: Applied Economics program. This course builds on the brief introduction to time series econometrics offered in ECON 645. Students will learn the theory of stationary processes and how it applies to econometric techniques for estimation and forecasting based on time series data. The techniques will be applied in macroeconomic, financial and business applications.