Winter 2024
Meeting:
MW 12:30pm - 1:50pm / SAV 156
SLN:
13828
Section Type:
Lecture
Instructor:
IF YOU ARE A NON-ECON STUDENT AND
PLAN ON REGISTERING FOR THIS
COURSE, EMAIL HMHANNAH@UW.EDU
Catalog Description:
Useful for individuals who plan to conduct research in empirical macroeconomics, empirical finance/asset pricing models, and empirical international economics. Topics include stationary univariate time series, Vector Autoregressive models, State-space models and the Kalman filter (unobserved components models/time-varying parameter models), cointegration models, and volatility models. Prerequisite: ECON 582.
Credits:
3.0
Status:
Active
Last updated:
December 12, 2024 - 5:51 am