Description:
Estimation of stationary ARMA models, analysis of nonstationary time series models (unit roots and cointegration), introduction to structural time series models and spectral analysis. Models of time-varying conditional variances and models of regime-switching with applications to topics in macroeconomics and finance. Prerequisite: 309. SPRING. (3) Shintani.

Syllabus as a PDF document:
http://peabody.vanderbilt.edu/research_methods/ECON_373_S07.pdf

Syllabus as a Microsoft Word document:
http://peabody.vanderbilt.edu/research_methods/ECON_373_S07.doc

For more information, please contact
Professor Mototsugu Shintani
Department of Economics
(615) 322-2871

Email address:
mototsugu.shintani@vanderbilt.edu

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