MBA 593 Topics in Advanced Economic Analysis
This course focuses on developing an in-depth understanding of time-series forecasting analysis and econometrics using economic, financial and business applications. The course begins with a review of basic statistics and simple linear regression. More advanced topics in multiple regression, such as the detection, affects and possible solutions to regression problems" (i.e. autocorrelation, heteroscedasticity and multicollinearity), are also discussed in the first half of the course. The second half of the course focuses on numerous time-series forecasting techniques such as exponential smoothing models, moving averages and more sophisticated techniques such as time-series decomposition, ARIMA (Box-Jenkins) and others. Excel with the add-in package ForecastX and SAS Enterprise Guide software will be used.