14.384 Time Series Analysis, Fall 2007
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 structu...
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| Language: | en-US |
| Published: |
2007
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/46343 |