Bilkent University Logo

Bilkent University

Online Academic Catalog

Undergraduate and Graduate Programs 2024-2025


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