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.)
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