USC Schedule of Classes

Fall 2025

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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
26234D001Lecture4:00-6:50pmThursday0 of 25Hyungsik Roger MoonGFS104session dates
Information accurate as of March 6, 2025 12:53 am.
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