USC Schedule of Classes

Fall 2020

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
26234D060Lecture9:00-11:50amMonday7 of 10Hashem PesaranONLINEPDF (165996 KB)session dates
Information accurate as of March 15, 2021 8:10 am.
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