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ECON 661 Applied Time-Series and Forecasting (3 credits)

Offered by: Economics (Faculty of Arts)

Administered by: Graduate Studies

Overview

Economics (Arts) : Essential methods used in practical forecasting and modelling contexts: standard time series models for forecasting; non-stationary data; conditional variance forecasts; nowcasting macroeconomic quantities; density and probability forecasts; feasible forecast horizons; forecast evaluation and presentation.

Terms: Winter 2022

Instructors: Galbraith, John W (Winter)

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