ECON 149Time-Series Econometrics
Economics · 4 units · Undergraduate upper division (100-199)
Time-series econometrics studies dynamic behaviors of economic variables using tools from probability theory and statistics. It plays important role in data analysis in macroeconomics and finance. Introduction to methods of time-series analysis in econometrics. Topics include weak dependence, autoregressive-moving-average (ARMA) processes, linear processes, economic forecasting, long-run variance and heteroskedasticity and autocorrelation consistent (HAC) estimation, unit root theory, estimation and inference of time-varying volatility models. Provides useful preparation to students who plan to take empirically oriented macroeconomics and finance courses, and solid understanding of tools required to analyze and model economic time series data and financial asset prices/returns. Emphasis throughout on link between statistical models and implementation.
P/NP or letter grading.
When it runs
Not on the schedule for any of Fall 2025 through Spring 2027. UCLA publishes only that window, so this does not mean the course is gone — check the official listing.
Requisites
Official UCLA wording
Requisites: courses 41, 103, Mathematics 31A, 31B. Enforced corequisite: course 149L.
Requires
Everything that has to come before this course, not just the courses named in the requisite above.
ECON 149
- ECON 41Probability and Statistics for Economists
- ECON 103Introduction to Econometrics
- ECON 11Microeconomic Theory
- ECON 1Principles of Economics
- STATS 100AIntroduction to Probability
- ECON 103LEconometrics Laboratory
- MATH 170EIntroduction to Probability and Statistics 1: Probability
- STATS 100BIntroduction to Mathematical Statistics
- MATH 170SIntroduction to Probability and Statistics 2: Statistics
- MATH 31ADifferential and Integral Calculus
- MATH 1Precalculus
- ECON 149LTime-Series Econometrics Laboratory
- MATH 31BIntegration and Infinite Series
5 direct requisites. Showing 34 courses over 3 levels; the branches marked with a count carry on past it. Every course here opens its own tree.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.