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.


Download Schedule Information
Command item
Academic Year Term   Session Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2017-2018 Winter 2018 10 Weeks FINC-520-1 Time Series Analysis 21 1 Todorov, Viktor Mon 9:00 AM - 12:00 PM Evanston Global Hub (4302) N