ECON 661. Applied Time-Series and Forecasting.
Credits: 3
Offered by: Economics (Graduate Studies)
This course is not offered this catalogue year.
Description
Essential methods used in practical forecasting and modelling contexts: standard time series models for forecasting; non-stationary data; conditional variance
forecasts; nowcasting macroeconomic quantities; density and probability forecasts; feasible forecast horizons; forecast evaluation and presentation.