ECO832 Applied Econometrics II: Time Series Data
[3–0, 3 cr.]
The aim of this course is to introduce students to a comprehensive theoretical framework of time series econometrics and its applications. Topics covered include stationary univariate time series processes, non-stationary processes, multivariate processes, systems of simultaneous equations, and cointegration and error-correction models. The course involves frequent use of time series datasets with an emphasis on applications in the field of macroeconomics.
Prerequisite: ECO831 Applied Econometrics I