ECON341

This course examines the theory and application of time series econometrics. The course considers issues related to time series data including stationarity, lag structure, and endogeneity, as well as estimation techniques such as vector autoregressions, maximum likelihood, and Bayesian approaches. The course's applications primarily are related to the estimation of macroeconomic models and forecasting macroeconomic policy changes. Prerequisite(s): ECON 255 and 270.