Dec 26, 2024  
2015-2016 General Catalog 
    
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2015-2016 General Catalog [ARCHIVED CATALOG]

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ECON 7633 Dynamic Econometric Theory (3)

Prereq.: ECON 7631 . Time-series analysis; testing and model selection; distributed lags; dynamic properties of simultaneous equation model; autoregressive and moving average process; nonstationarity; autoregressive conditional heteroskedasticity; causality and exogeneity; unit root, cointegration and error correction.


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