ECON 475
Summer 2026 Part of Term S2
(8 week) Jun 15-Aug 6
Credit: 3 OR 4 hours.
Overview of modern, quantitative, statistical and econometric methods for forecasting and evaluating forecasts. Topics include linear regressions; modeling and forecasting trends and seasonality; characterizing and forecasting cycles; MA, AR, and ARMA models; forecasting with regressions; evaluating and combining forecasts. Advanced topics include unit roots, stochastic trends, ARIMA models, and smoothing will be covered as time permits.
3 undergraduate hours. 4 graduate hours. Prerequisite: ECON 203; ECON 302; MATH 220/MATH 221 are required. MATH 231 is recommended.