Fall 2025 International Finance & Economic Policy IA7800 section 001

Time Series Analysis

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 9:06PM Monday, June 2, 2025
Subject International Finance & Economic Policy
Number IA7800
Section 001
Division School of International and Public Affairs
Open To SIPA
Section key 20253IFEP7800U001