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Econometrics II (ECON623)

Course description

This is an overview of time series econometrics, designed to introduce students to a range of material in stationary and nonstationary time series, including unit root and cointegration theory, state-space models, non-linear time series analysis, continuous time models, and Bayesian time series methods.


Pre-requisites

Seminar Required

Graded, 1.0 Credit Units


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