Introduces statistics majors to econometric methods for analyzing time series data, building
on regression foundations. Covers OLS assumptions and diagnostics, heteroscedasticity, autocorrelation, distributed
lag and dynamic models, stationarity testing, ARIMA, VAR models, Granger causality, cointegration, error correction
models, and ARCH/GARCH models for volatility, with applications to real economic and financial data using Stata
- Teacher: Bargamento, Charlotte