Course Number

ECON 475

Course Title

Seminar in Econometrics

Course Date

Spring 2016

Course Level

400

Professor or Professors' Departmental/Program Affiliation

Dean Scrimgeour, Economics

Document Type

Syllabus

Department(s)

Economics

Description

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.

Note

The syllabus may not be applicable to the current semester. Be sure to verify content with the professor(s) listed in the document.

Included in

Econometrics Commons

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