Description: Lecture, three hours; discussion, one hour. Econometrics methods for time-series econometrics, including theory and applications. Topics include detrending techniques, unit root theory, cointegrated system approaches, autocorrelation robust inference, Wold and Beveridge and Nelson (BN) decompositions, model selection, nonlinear nonstationary models, spatial density asymptotics and semi-nonparametric time-series models. S/U or letter grading.

Units: 4.0