Keywords: Persistent Time Series (2)

save
save to

Please log in to save materials.

selected filters:
Time Series Analysis, Fall 2007

Time Series Analysis, Fall 2007

The course provides a survey of the theory and application of time ... (more)

The course provides a survey of the theory and application of time series methods in econometrics. Topics covered will include univariate stationary and non-stationary models, vector autoregressions, frequency domain methods, models for estimation and inference in persistent time series, and structural breaks. We will cover different methods of estimation and inferences of modern dynamic stochastic general equilibrium models (DSGE): simulated method of moments, maximum likelihood and Bayesian approach. The empirical applications in the course will be drawn primarily from macroeconomics. (less)

Subject:
Mathematics and Statistics
Social Sciences
Material Type:
Activities and Labs
Full Course
Homework and Assignments
Lecture Notes
Syllabi
Collection:
MIT OpenCourseWare
Provider:
M.I.T.
Author:
Mikusheva, Anna
Remix and Share
Time Series Analysis, Fall 2008

Time Series Analysis, Fall 2008

" The course provides a survey of the theory and application of ... (more)

" The course provides a survey of the theory and application of time series methods in econometrics. Topics covered will include univariate stationary and non-stationary models, vector autoregressions, frequency domain methods, models for estimation and inference in persistent time series, and structural breaks. We will cover different methods of estimation and inferences of modern dynamic stochastic general equilibrium models (DSGE): simulated method of moments, maximum likelihood and Bayesian approach. The empirical applications in the course will be drawn primarily from macroeconomics." (less)

Subject:
Business
Social Sciences
Material Type:
Full Course
Collection:
MIT OpenCourseWare
Provider:
M.I.T.
Author:
Mikusheva, Anna
Schrimpf, Paul
Remix and Share
2002 llaF ,gnivloS melborP gnireenignE dna sretupmoC ot noitcudortnI

2002 llaF ,gnivloS melborP gnireenignE dna sretupmoC ot noitcudortnI

.desu si egaugnal gnimmargorp avaJ ehT .gninnalp dna ,tnemeganam ,ecneics ,gnireenigne ni ... (more)

.desu si egaugnal gnimmargorp avaJ ehT .gninnalp dna ,tnemeganam ,ecneics ,gnireenigne ni smelborp gnivlos rof seuqinhcet gnipoleved no si sisahpmE .scipot decnavda detceles dna scihparg retupmoc ,gnihcraes dna gnitros ,serutcurts atad ,sdohtem laciremun ,secafretni resu lacihparg ,stpecnoc gnimmargorp revoc smelborp gnimmargorp ylkeeW .esruoc eht fo sucof eht si tnempoleved dna ngised erawtfos detneiro-tcejbO .snoitacilppa cifitneics dna gnireenigne rof sdohtem lanoitatupmoc dna tnempoleved erawtfos latnemadnuf stneserp esruoc sihT (less)

Subject:
Science and Technology
Material Type:
Assessments
Full Course
Homework and Assignments
Lecture Notes
Syllabi
Collection:
MIT OpenCourseWare
Provider:
M.I.T.
Author:
George Kocur
Remix and Share