4.0

credits

Average Course Rating

This course will cover time series analysis with a particular emphasis on aspects of time series analysis that are employed in the empirical analysis and modeling of financial and macroeconomic time series. The course will cover theoretical aspects of time series analysis but will focus on applied and empirical aspects of time series analysis. This course is quantitative and will build upon concepts that have already been learned in previous econometrics courses such as OLS estimation, finite sample and asymptotic properties of OLS and MLE estimators, and hypothesis testing. This course is open to enrollment by MIEF students only.