Economic Forecasting
Texas A & M University-College Station
CourseECMT 475
Econometric approach to prediction and forecasting; data mining and in-sample overfitting; exploratory data analysis; model selection; recursive techniques; structural change; nonlinear models; causality; forecast evaluation and combination; practical issues in real world prediction and forecasting.
Credits
3 credits
Course Code
ECMT 475
Related Courses
Prerequisites, corequisites, and courses that build on this one