USC Schedule of Classes

Fall 2019

Economics 613:

Economic and Financial Time Series I (4.0 units)

Simultaneous equation models, dynamic structural econometric models, vector autoregressions, causality, forecasting, univariate and multivariate nonstationary time series, tests for unit roots, cointegration, autoregressive conditional heteroscedasticity models, time series models with changes in regime. Prerequisite: ECON 609.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
26234D001Lecture9:00-11:50amMonday11 of 22Hashem PesaranKAP319PDF (139466 KB)session dates
Information accurate as of March 9, 2020 7:44 am.
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