| Call Number | 15493 |
|---|---|
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Martsella Davitaia |
| Type | SEMINAR |
| Method of Instruction | In-Person |
| Course Description | This course will cover practical time series forecasting techniques and consists of two parts. The first part focuses on the Box-Jenkins approach (ARIMA), including identification (selection) of the appropriate model, estimation of its parameters, and diagnostic checking of model adequacy. The second part of the course is on nonlinear models for time series, with emphasis on conditional volatility and ARCH models. By the end of the course, you will be able to apply these techniques to actual data, primarily financial and economic time series. |
| Web Site | Vergil |
| Department | International Finance & Economic Policy |
| Enrollment | 0 students (25 max) as of 5:06PM Monday, June 30, 2025 |
| Subject | International Finance & Economic Policy |
| Number | IA7800 |
| Section | 001 |
| Division | School of International and Public Affairs |
| Open To | SIPA |
| Section key | 20253IFEP7800U001 |