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ECON 547 Time-Series Econometrics

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The focus of this ECON 547 Time-Series Econometrics course is on the development of time-series models and their application to out-of-sample foretelling. The aim is applied in nature. This coverage is going to be sadly passing, as a detailed discussion would cowl several courses; especially, you will skim several theoretical details, though references are going to be provided for the interested to pursue. The economy is difficult, and there are several difficult issues in modelling it, as well as foretelling future outcomes.  You will take a classical time-domain approach to the present task, although it must be recognized that alternative ways are obtainable (e.g., Bayesian procedures) that will be desirable.

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