EPPS7370 - Time Series Analysis

EPPS 7370 Time Series Analysis (3 semester credit hours) The course considers several important topics in applied time series analysis including the specification and testing Box-Jenkins models and dynamic regressions. Other topics may include forecasting, vector autoregression models, unit root inference, cointegration, autoregressive conditional heterogeneity, Bayesian time series, and regime switching models. Students also learn how to use modern time series software. Recommended: EPPS 7316 or equivalent. (3-0) R