14.384 Time Series Analysis, Fall 2008

14.384 Time Series Analysis, Fall 2008

Show other versions (1)

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...

Full description

Bibliographic Details
Main Authors: Schrimpf, Paul, Mikusheva, Anna
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Learning Object
Language:en-US
Published: 2008
Subjects:
univariate stationary
univariate non-stationary
vector autoregressions
frequency domain analysis
persistent time series
structural breaks
dynamic stochastic general equilibrium
DSGE
Bayesian
econometrics
VAR
unit root
prediction regression
GMM
MCMC
Online Access:http://hdl.handle.net/1721.1/90861

Internet

http://hdl.handle.net/1721.1/90861

Similar Items