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Bilkent University

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Undergraduate and Graduate Programs 2020-2021


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.

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