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Time Series Analysis - Online Course

A 3-Day Livestream Seminar Taught by

Daniel J. Henderson
Course Dates:

Wednesday, October 25 –
Friday, October 27, 2023

Schedule: All sessions are held live via Zoom. All times are ET (New York time).

10:00am-12:30pm (convert to your local time)

This seminar will introduce time series methods for univariate and multivariate models.

A time series is a collection of data points for a particular unit of observation (e.g., a firm) measured over time, typically at regular intervals (e.g., monthly). Time series analyses allow researchers to predict future behavior—for example, they are often used for tasks as diverse as predicting stock returns or weather patterns to monitoring patients in a hospital setting (e.g., heart rate monitoring).

We will focus both on developing intuition about time series methods and how to program and apply these methods in practice. We will pay particular attention to how to present results, both graphically and via computer output, in ways that differ from the cross-sectional setting that most researchers are familiar with.

Starting October 25, we are offering this seminar as a 3-day synchronous*, livestream workshop held via the free video-conferencing software Zoom. Each day will consist of two lecture sessions which include hands-on exercises, separated by a 1-hour break. You are encouraged to join the lecture live, but will have the opportunity to view the recorded session later in the day if you are unable to attend at the scheduled time.

*We understand that finding time to participate in livestream courses can be difficult. If you prefer, you may take all or part of the course asynchronously. The video recordings will be made available within 24 hours of each session and will be accessible for four weeks after the seminar, meaning that you will get all of the class content and discussions even if you cannot participate synchronously.

Closed captioning is available for all live and recorded sessions. Live captions can be translated to a variety of languages including Spanish, Korean, and Italian. For more information, click here.

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