Economics 797W - ST-ApplTimeSeriesEconometrics

This course will introduce students to the basic techniques of time series econometric analysis and encourage them to apply some of these techniques to investigate interesting issues in heterodox macroeconomics, radical political economy and the political economy of development. The material that will be discussed in the course can be divided into two broad topics: (a) analysis of stationary time series processes (both univariate and vector processes), and (b) analysis of non-stationary time series processes (both univariate and vector processes).

Open to Graduate students only.