Seminar in Econometrics
Description: The Seminar in Econometrics covers econometrics at a more advanced level than Econ 375 (Applied Econometrics). This version of the Seminar in Econometrics covers forecasting economic time series. The class will cover a variety of topics from the following: forecast evaluation; model selection; forecast combination; multistep forecasts; exponential smoothing; trend-cycle-seasonal decompositions; serial correlation; univariate time series models (ARIMA models); non-stationarity time series; vector autoregression; cointegration; time-varying volatility; structural change.
The syllabus may not be applicable to the current semester. Be sure to verify content with the professor(s) listed in the document.