ECON 264DEconometrics of Asset Prices
Economics · 4 units · Graduate courses (200-299)
Designed for graduate students. Applications of time-series methods to analysis of asset prices: general method of moments, vector autoregressions, and maximum likelihood estimation. Restrictions imposed by no-arbitrage on time series of returns. Empirical implications of macroeconomic models for asset prices. Response of asset prices to shocks. Incomplete markets.
S/U or letter grading.
When it runs
Not on the schedule for any of Fall 2025 through Spring 2027. UCLA publishes only that window, so this does not mean the course is gone — check the official listing.
Requisites
Official UCLA wording
Requisite: course 264A.
BruinTree reads · Prerequisite
confidence 1.00 · from textRequires
Everything that has to come before this course, not just the courses named in the requisite above.
ECON 264D
- ECON 264AGeneral Equilibrium and Finance
1 direct requisite. The whole upstream is here — 1 course over 1 level. Every course here opens its own tree.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.
No course in the catalog lists this as a requisite.