ECO 439, Advanced Time Series Econometrics is a required course graduate economics program. The course is designed to be an applied forecasting class with real-world applications.

The course is taught by Dr. David Loomis, Associate Professor of Economics at Illinois State University. Before coming to Illinois State in 1996, Dr. Loomis worked as a research economist at Bell Atlantic Corporation, which is the Regional Bell Operating Company (local telephone company) for the Mid-Atlantic region (this has expanded with recent mergers).

This course covers the analysis and forecasting of time series from a hands-on applied perspective. The course will provide the foundation for modeling trend, seasonality and cycles while building upon the econometric knowledge acquired in previous courses. Common problems in real-world applications will be addressed.

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Copyright © 2002-2007 David G. Loomis

URL: http://www.econ.ilstu.edu//dloomis/439web/439home.htm

Revised August 7, 2007