14.384 Time Series Analysis, Fall 2002
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. From the course home page: Course Description The cour...
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| Language: | en-US |
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2002
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| Online Access: | http://hdl.handle.net/1721.1/46357 |