Time Series Analysis, Fall 2002
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- Author:
- Kuersteiner, Guido M.
- Subject:
- Social Sciences
- Institution Name:
- M.I.T.
- Collection:
- MIT OpenCourseWare
- Grade Level:
- Post-secondary
- Abstract:
Theory and application of time series methods in econometrics, including representation theorems, decomposition theorems, prediction, spectral analysis, estimation with stationary and nonstationary processes, VARs, unit roots, and cointegration. The course is an introduction to univariate and multivariate time series models. It starts by introducing basic concepts and progresses to more complicated models. The course intends to meet two goals. It provides tools for empirical work with time series data and is an introduction into the theoretical foundation of time series models.
- Languages:
- English
- Material Type:
- Assessments, Full Course, Homework and Assignments, Lecture Notes, Syllabi
- Media Format:
- Text/HTML, Downloadable docs
- Conditions of Use:
-
Creative Commons Attribution-Noncommercial-Share Alike 3.0
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