Department of Political Science

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HomePS 101 Introduction to International StudiesPS 917 Dynamic Analysis (Time Series Modeling in Politics)

PS 917 Dynamic Analysis (Time Series Modeling in Politics)

This course studies statistical techniques used to analyze social processes occurring through time. The course introduces students to time series methods and to the applications of these methods in political science. We begin by discussing social problems that are inherently dynamic in nature and also how time series are measured. We then review the calculus of finite differences. We move next to the study stationary ARMA models. In the following section of the course, we examine a number of important topics in time series analysis including "reduced form" methods (granger causality and vector autogression), unit root tests, near-integration, fractional integration, cointegration, and error correction models. Time series regression also is discussed. We learn not only how to construct these models but also how to use time series models in social scientific analyses.
 
We expect students to have a firm grounding in probability and regression analysis and to bring to the course some interesting questions about the dynamics of political processes. The emphasis throughout the course is on application, rather than on statistical theory. However, the focus of most lectures will be statistical theory. Homework focuses as much as possible on the time series you are interested in understanding. To that end, students must gather time serial data for their analyses. It is strongly recommended that this task be completed in the first or second week of class (these data need not be used throughout the term, though that would make your life easier). The length of the series should be at least 40 time points; longer series are better than shorter ones.
Field Terms: 
Political Methodology
Instructor(s): 
Semester: 
Spring
Year: 
2015-2016
Day(s) of the Week: 
Friday
Start Time: 
11:00 AM
End Time: 
1:00 PM
New Course Number: 
917
Old Course Number: 
917
Course Level: 
Graduate