MGMTPHD 201C
Time-Series Analysis
Description: Lecture, three hours. Recommended requisite: course 201B. Designed for PhD students. Introduction to time-series methods in analysis of business data. Basics of time series, optimal prediction, multiple equation time-series models, generalized method-of-moments, volatility modeling and nonnormalities, dynamic factor models. S/U or letter grading.
Units: 4.0
Units: 4.0