ECON645 APPLIED NONLINEAR TIME SERIES ANALY.
| Course Code: | 3110645 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| ECTS Credit: | 8.0 |
| Department: | Economics |
| Language of Instruction: | English |
| Level of Study: | Graduate |
| Course Coordinator: | Prof.Dr. NADİR ÖCAL |
| Offered Semester: | Spring Semesters. |
Course Objectives
Course Content
This course presents definitions and evidence of business cycle non-linearity (Asymmetry); implications of non-linearity in economics and finance; empirical non-linear models; non-linearity tests against specified and unspecified alternatives.