Prerequisite: ECON 210f or equivalent. Meets for one-half semester and yields half-course credit.
Covers some of the basics of financial time series analysis with a special emphasis on forecasting. Basic time series skills are covered, drawing many examples from finance. These include linear regression, ARMA models, trend modeling, and vector autoregressions. We also cover more unusual topics such as bootstrapping and technical trading rules. Usually offered every year.
