Covers topics of time series data analysis popularly used in many fields, including economics and business. Begins with univariate analysis of time series data with the focus on ARIMA, GARCH model, and unit-root tests, and extends to multivariate analysis of distributed lag model, VAR, and cointegration tests. The last part of the course is devoted to discussion of popular nonlinear dynamic models, such as TAR and structural breaks, before moving on to dynamic panel data models. Since emphasis is put on empirical applications, students will spend time in the computer lab to apply the techniques they learn to a variety of time series data. Students will undertake empirical analysis using statistical software. Prerequisite: ECON 5336 or BSAD 6317.