<p>Lecture, three hours; discussion, one hour. Econometrics methods for time-series econometrics, including theory and applications. Topics include detrending techniques, unit root theory, cointegrated system approaches, autocorrelation robust inference, Wold and Beveridge and Nelson (BN) decompositions, model selection, nonlinear nonstationary models, spatial density asymptotics and semi-nonparametric time-series models. S/U or letter grading.</p>

Economics

Combining rigorous, inclusive pedagogy with opportunities for co-curricular activities—including research, internships, and community engagement—the College provides students with diverse learning experiences that helps them thrive, become critical thinkers, and transform society.

College of Letters and Science

The department conducts cutting-edge research by developing and applying new methodologies to understand society's most critical issues and trains future generations of economic leaders.

General Catalog

Introduction to Econometrics III

ECON 203C

4 units