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ECON 232B

Bruinwalk
Main Course

Topics in Econometrics: Time Series

4 units
Taken?

Description

Lecture, three hours. Requisites: courses 231A, 231B. Stationary stochastic processes, Box/Jenkins methods, spectral analysis, forecasting, rational expectation models, analysis of macroeconomic data. May be repeated for credit. S/U or letter grading.

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