ECON680 TIME SERIES ECONOMETRICS
| Course Code: |
3110680 |
| 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: |
Assoc.Prof.Dr. ALEV ATAK |
| Offered Semester: |
Fall Semesters. |
Course Content
Univariate time series models; ARIMA modeling. Bob-Jenkins methodology. Dterministic and stochastic trends. Non-stationary and unit roots; testing and model selection. VAR models; structural VARs. innovation accounting. Cointegration; the Johansen method.
