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Financial and Time Series Econometrics ECON 433 (3)

Introduction to econometric methods used to analyze univariate and multivariate time series data. Topics covered may include modeling and forecasting financial and macroeconomic data such as asset returns and volatility. GDP growth rates and default risk. All methods and concepts will be applied to analyze real data using appropriate computer programs. Prerequisite: ECON 333 and ECON 305, with a minimum grade of C-; 60 units. Students with credit for ECON 484 under the title "Time Series Analysis" cannot take this course for further credit.