Course Descriptions

01:220:423 Advanced Time Series and Financial Econometrics (3)

  • Credits: 3
  • Course Type: Upper Level Elective for Major,
  • Certificate: Certificate in Computational Economics and Data Analytics, Certificate in Financial Economics, Certificate in Global Economics, Certificate In Quantitative Economics

Application of multivariate time series methods to economics and finance. Upper level elective. Prerequisites: 01:220:320, 321, and 322, and 01:640:136 or 152.  Open to students doing honors research, and others by special permission.  (Credit not given for both this course and 01:220:400.)