PhD in Econometrics- time series analysis

Shunya · July 5th, 2004, 4:59 pm

I'm planning to do PhD in Econometrics and my interest lies in state space models for financial time series. I’m interested in your opinion on this topic and ideas on what is truly interesting in this field and what has already been done or achieved so far. Your opinions, suggestions and ideas are welcome

madmax · July 6th, 2004, 8:32 am

I suggest you drop a PM to Reza. I guess, he will be very happy to suggest something.