Statistics and Econometrics IV: Time Series Econometrics


Statistics and Econometrics IV is the fourth module of the first year graduate econometrics course. The course is designed to introduce students to such concepts as unit root, stationarity, cointegration and spurious regressions, as well as recent developments in univariate and multivariate time series modeling techniques. The course aims to provide students with both a firm theoretical ground and an intensive practice in the field.