![](/images/col2/tlCorner.gif) |
|
![](/images/col2/trCorner.gif) |
|
| |
|
| |
|
| |
|
Campus: Kensington Campus
| |
|
Career: Undergraduate
| |
|
Units of Credit: 6
| |
|
| |
|
Contact Hours per Week: 3
| |
|
Enrolment Requirements:
| |
|
Prerequisite: ECON3203
| |
|
| |
|
| |
![](/images/col2/blCorner.gif) |
|
![](/images/col2/brCorner.gif) |
Description
This course focuses on some theoretical aspects of economic time series and cross-sectional data analysis. Topics for the time series part include: stationary and non-stationary processes; unit root tests; VAR and cointegrated VAR models; cointegration tests; estimation and testing in the presence of unit roots. Topics for the cross-section data part include: fixed effect models; random effect models, unbalanced panels; dynamic models and estimation in the presence of autocorrelation; heteroscedasticity and unit roots.
|