Apr 30, 2026  
University of Alberta Calendar 2021-2022 
    
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University of Alberta Calendar 2021-2022 [ARCHIVED CALENDAR]

ECON 509 - Time Series Methods in Financial Econometrics

★ 3 (fi 6) (either term, 3-0-0) Topics may include ARIMA modelling, spectral analysis, state-space models and the Kalman filter, nonstationary analysis, vector autoregressions, conditional heteroskedasticity and nonlinear models. Prerequisites: ECON 407 and 408 or equivalent.