Learn about Robert F. Engle III, a Nobel laureate credited with developing the ARCH model for analyzing financial market ...

Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...

This course has a broad structure and covers many aspects of modeling and estimating financial/economic time series. In particular, we will be focusing on (i) linear regression models involving ...

Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...

In this paper, we consider a nonparametric model with a time-varying regression function and locally stationary regressors. We are interested in the question whether the regression function has the ...

Previous time series applications of qualitative response models have ignored features of the data, such as conditional heteroscedasticity, that are routinely addressed in time series econometrics of ...

Will the world still need economists in 2030? With skin in the game, we certainly hope so — but artificial intelligence is already transforming economic analysis. In our own work — and in a review of ...