RES-ECON 497T, Topics in Time Series and Forecasting

Post Date: 

12/22/2020

We will explore and develop a variety of univariate time-series techniques. We will show how to use these techniques to make forecasts for different economic variables. We will compare forecasts using univariate methods with forecasts obtained using econometric models.

 

Prerequisite: RES-ECON 213 (but more generally, understanding of regression analysis). A previous course in econometrics is also helpful.