MFIN 6609

The objective of this course is to provide students with a solid working knowledge of the theory and practice of econometric modeling and forecasting. The focus will be on selected topics in econometrics (with emphasis on newer developments) and on the most commonly forecasting methods (such as exponential smoothing, time series decomposition, and AIRMA-type forecasting models) that may usefully be applied in a real world setting to forecast financial as well as non-financial economic variables.