There are currently no scheduled offerings of this course. For more information on when this course may be offered in the future please contact the Registrar's Office.
ECON 509 - Time Series Methods in Financial Econometrics
Topics may include ARIMA modelling, spectral analysis, state-space models and the Kalman filter, nonstationary analysis, vector autoregressions, conditional heteroskedasticity and nonlinear models. Prerequisites: ECON 407 and 408 or equivalent.