3 credits
Fall 2025 LectureThis course is designed to improve students' abilities to estimate and interpret time series models. The course begins with univariate models and progresses to multivariate analysis. Alternative methods for identifying, estimating, and forecasting with time series models will be discussed. In addition, analysis of non-stationary time series and co-integration modeling will be covered in this course. Prerequisite: AGEC 65100 or consent of instructor. Mastery of applied statistics, calculus, and microeconomic theory at the Masters level or higher is desirable.
Learning Outcomes1Translate data and statistical results.
2Apply knowledge and ethical research to data and data analysis literacy.
3Integrating economic theory with applied analysis techniques.