Course Catalog and Schedule

Time Series Analysis (FINC-520-1)
1.00 Credit
TCE BidStats

The specification, estimation, and diagnostic testing of dynamic models involving economic time series present a host of unique statistical problems requiring the use of specialized inference procedures. This course provides an overview of some of the most important of these procedures. The focus will be on results most relevant for practical applications rather than formal proofs of theorems, with the various econometric techniques illustrated through problems in both macroeconomics and asset pricing finance.


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Academic Year Term   Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2014-2015 Spring 2015 FINC-520-1 Time Series Analysis 21 1 Todorov, Viktor Tue 3:00 PM - 6:00 PM Evanston Jacobs (4214) N Check syllabus and confirm final deliverable or exam with professor.
2015-2016 Spring 2016 FINC-520-1 Time Series Analysis 21 1 Todorov, Viktor Tue 2:00 PM - 5:00 PM Evanston TBD (Room TBA) N