ECO 439 - Applied Time Series Econometrics And Forecasting

Department: Economics

Description: Study of structural models, univariate and multivariate time series models, and volatility models along with generation of forecasts.

Credit Hours: 3

Prerequisites: ECO 438

Graduate Level Course: This course is approved for graduate credit

Current Offerings

For the most up-to-date course information, please check the registration system through your MyIllinoisState portal.

Fall 2023

001 - Lecture (In Person): M W 2:00 PM - 3:15 PM , George Waters 3 hour(s)

Dates: 08/21/2023 - 12/09/2023

Location: Adlai E. Stevenson Hall 436 (STV 436)

Instructor: George Waters

Book Title

ISBN

Author

Edition

Publisher

MSRP

Notes

Applied Econometric Time Series (Recommended)

ISBN9780470505397

AuthorEnders

Edition3

Publisherauthor's website

MSRP N/A