Keywords: Dynamic Stochastic General Equilibrium (2)

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Time Series Analysis, Fall 2007
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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

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Subject:
Mathematics and Statistics
Social Sciences
Material Type:
Activities and Labs
Full Course
Homework and Assignments
Lecture Notes
Syllabi
Provider:
M.I.T.
Provider Set:
MIT OpenCourseWare
Author:
Mikusheva, Anna
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Time Series Analysis, Fall 2013
Conditions of Use:
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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

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Subject:
Business
Social Sciences
Material Type:
Full Course
Provider:
M.I.T.
Provider Set:
MIT OpenCourseWare
Author:
Mikusheva, Anna
Schrimpf, Paul
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.)310.1( tcejbus ngised enotspac eht dna )150.1 ,140.1 ,130.1( stcejbus ngised aera ... More

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