Econometrics and Forecasting

This specialization provides the students with a strong analytical foundation to undertake empirical research and practical applications of economic and finance theory. Students will learn the essentials underlying various methods, and developing the ability to relate the methods to important issues faced by a researcher. Topics include various econometric techniques, time series analysis and forecasting methodologies.

Emphasis is on being able to apply econometrics and forecasting methods effectively to economic and financial data through the use of microcomputer technology, and on understanding their appropriateness and limitations.