AEC 822 Econometrics III
Description:
Dynamic models and time series data. ARMA models. ARCH models. Unit roots, cointegration and error correction. Rational expectations models.
Effective Dates:
FS92 - SS02
AEC 822 Econometrics III
Description:
Dynamic models and time series data. ARMA models. ARCH models. Unit roots, cointegration and error correction. Rational expectations models.
Effective Dates:
US02 - FS03
AEC 822 Econometrics III
Semester:
Spring of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Prerequisite:
EC 820A and EC 820B
Description:
Dynamic models and time series data. ARMA models. ARCH models. Unit roots, cointegration and error correction. Rational expectations models.
Interdepartmental With:
Economics, Statistics and Probability
Administered By:
Economics
Effective Dates:
SS04 - US08
AEC 822A Time Series Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 822
Description:
Analyses of time series regression, stationary time series analysis, ARMA models, Wold decomposition, spectral analysis, vector autoregressions, generalized method of moments, functional central limit theorem, nonstationary time series, unit root processes, cointegration, and other advanced topics.
Interdepartmental With:
Economics, Finance, Statistics and Probability
Administered By:
Economics
Effective Dates:
FS08 - US20
EC 821C Advanced Econometrics III
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 1.5 Lecture/Recitation/Discussion Hours:1.5
Prerequisite:
EC 820A or EC 820B
Restrictions:
Open to graduate students in the Department of Economics or approval of department.
Not open to students with credit in:
EC 822A
Description:
Fundamentals of time series econometrics; stationary time series; autoregressive moving average models; spectral analysis; vectors of time series; functional central limit theorem; nonstationary time series; deterministic trends and unit roots; stationary and cointegrating regression. Offered half of semester.
Effective Dates:
FS25 - Open
EC 822 Econometrics III
Semester:
Spring of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Prerequisite:
EC 820A and EC 820B
Description:
Dynamic models and time series data. ARMA models. ARCH models. Unit roots, cointegration and error correction. Rational expectations models.
Interdepartmental With:
Agricultural Economics, Statistics and Probability
Administered By:
Economics
Effective Dates:
SS04 - US08
EC 822 Econometrics III
Description:
Dynamic models and time series data. ARMA models. ARCH models. Unit roots, cointegration and error correction. Rational expectations models.
Effective Dates:
US02 - FS03
EC 822 Econometrics III
Description:
Dynamic models and time series data. ARMA models. ARCH models. Unit roots, cointegration and error correction. Rational expectations models.
Effective Dates:
FS92 - SS02
EC 822A Time Series Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 822
Description:
Analyses of time series regression, stationary time series analysis, ARMA models, Wold decomposition, spectral analysis, vector autoregressions, generalized method of moments, functional central limit theorem, nonstationary time series, unit root processes, cointegration, and other advanced topics.
Interdepartmental With:
Agricultural Economics, Finance, Statistics and Probability
Administered By:
Economics
Effective Dates:
FS08 - US20
EC 822A Time Series Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 822
Description:
Analyses of time series regression, stationary time series analysis, ARMA models, Wold decomposition, spectral analysis, vector autoregressions, generalized method of moments, functional central limit theorem, nonstationary time series, unit root processes, cointegration, and other advanced topics.
Effective Dates:
FS20 - US25
FI 822A Time Series Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 822
Description:
Analyses of time series regression, stationary time series analysis, ARMA models, Wold decomposition, spectral analysis, vector autoregressions, generalized method of moments, functional central limit theorem, nonstationary time series, unit root processes, cointegration, and other advanced topics.
Interdepartmental With:
Agricultural Economics, Economics, Statistics and Probability
Administered By:
Economics
Effective Dates:
FS08 - US20
STT 822 Econometrics III
Description:
Dynamic models and time series data. ARMA models. ARCH models. Unit roots, cointegration and error correction. Rational expectations models.
Effective Dates:
FS92 - SS02
STT 822 Econometrics III
Description:
Dynamic models and time series data. ARMA models. ARCH models. Unit roots, cointegration and error correction. Rational expectations models.
Effective Dates:
US02 - FS03
STT 822 Econometrics III
Semester:
Spring of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Prerequisite:
EC 820A and EC 820B
Description:
Dynamic models and time series data. ARMA models. ARCH models. Unit roots, cointegration and error correction. Rational expectations models.
Interdepartmental With:
Agricultural Economics, Economics
Administered By:
Economics
Effective Dates:
SS04 - US08
STT 822A Time Series Econometrics I
Semester:
Fall of every year
Credits:
Total Credits:
Credits: 3 Lecture/Recitation/Discussion Hours:3
Not open to students with credit in:
EC 822
Description:
Analyses of time series regression, stationary time series analysis, ARMA models, Wold decomposition, spectral analysis, vector autoregressions, generalized method of moments, functional central limit theorem, nonstationary time series, unit root processes, cointegration, and other advanced topics.
Interdepartmental With:
Agricultural Economics, Economics, Finance
Administered By:
Economics
Effective Dates:
FS08 - US20