MGMTPHD 201CTime-Series Analysis
Management-PhD · 4 units · Graduate courses (200-299)
Designed for PhD students. Introduction to time-series methods in analysis of business data. Basics of time series, optimal prediction, multiple equation time-series models, generalized method-of-moments, volatility modeling and nonnormalities, dynamic factor models.
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
Recommended requisite: course 201B.
BruinTree reads · Recommended
confidence 1.00 · from textRequires
Everything that has to come before this course, not just the courses named in the requisite above.
MGMTPHD 201C
- MGMTPHD 201BTheory and Application of Regression Analysis
- MGMTPHD 201AProbability, Statistics, and Computational Methods for Econometrics
1 direct requisite. The whole upstream is here — 2 courses over 2 levels. 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.