Econ Real Talk

ECMT 475: Economic Forecasting

 

Course Description: 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.

 

Credit Hours: 3

 

Prerequisite(s): ECMT 463; junior or senior classification.