ECON 7223 - Advanced Time Series Econometrics IV
North Terrace Campus - Semester 2 - 2015
The aim of this course is to study time series methods in econometrics. Students are expected to have knowledge in calculus, statistics, and Level IV econometrics. Topics include stationarity, asymptotic theory for time series, linear regression with time series data, autoregressive moving average (ARMA), forecasting