ECON645 APPLIED NONLINEAR TIME SERIES ANALY.
| Course Code: |
3110645 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Economics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Prof.Dr. NADÝR ÖCAL |
| Offered Semester: |
Spring Semesters. |
Course Content
This course presents definitions and evidence of business cycle non-linearity (Asymmetry); implications of non-linearity in economics and finance; empirical non-linear models; non-linearity tests against specified and unspecified alternatives.
