GOVT 6089 - Time Series Analysis

Fall. 4 credits. Student option grading.

Prerequisite: GOVT 6019 and GOVT 6029 or equivalent. Permission of instructor required.

P. Enns.

This course considers statistical techniques to analyze time series data. We will pay particular attention to common time series methods, assumptions, and examples from political and social science. The course will offer a general introduction to the topic and will cover more advanced topics, such as cointegration, error correction models, vector autoregression, fractional integration, and time-series cross-sectional analysis.