ECON 511 Econometrics I
|
Theory and applications of time series models. Topics include ARMA and VARMA models, , Trend-Cycle decomposition, Unit roots, Cointegration, Structural change, GARCH, Regime switching and threshold models, Statespace form and Kalman filters, and specialized topics such as Fractional Integration and I(2) models.
Credit units: 3 ECTS Credit units: 5, Prerequisite:
ECON 510.
|
|
|
Bilkent University Main Page
Last regenerated automatically on November 18, 2024 by OAC - Online Academic Catalog Software
|
|