The aim of this unit is to impart an understanding of the conceptual and practical issues involved in modelling stationary and non-stationary time series. The approach taken is structural modelling, rather than pure time series techniques (eg, Box Jenkins). The unit has a strong practical bias and the emphasis on econometric theory is kept to a minimum. Applications will primarily be demonstrated with RATS and CATS for RATS. -- Course Website
Instructor: Associate Professor Roselyne Joyeux
Prerequisites: ECON835 or ECON840
