Take the measure-theoretic probability theory class. You will most likely have the opportunity to learn time series at a higher level during grad school.
I will be applying for Masters and PhD programs in Economics. I am an Econ major and Math minor who has limited experience in truly theoretical math courses (I have taken real analysis and a course in probability theory).
My question is whether I should take the second course in probability theory (with real analysis prerequisite) and complete the pairing, or a more applied upper-level course in time series analysis. For economics and econometrics graduate programs, I know theoretical courses are generally preferred but the time series course happens to be very pertinent to economics/econometrics so I am wondering which one would be looked upon better. The probability theory course is a 300 level (3rd year) while the time series course is a 400 level (4th year). I can get the same mark in both.
Any thoughts are appreciated. Thank you very much.
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