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

The specification, estimation, and 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 the most important of them. The focus will be on results most relevant for applications, with the various econometric techniques illustrated through problems in both macroeconomics and finance.


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Academic Year Term   Session Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2019-2020 Spring 2020 10 Weeks FINC-520-1 Time Series Analysis 21 1 Todorov, Viktor Mon 12:00 PM - 3:00 PM Evanston Global Hub (4302) N