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    14.384 Time Series Analysis, Fall 2002 by Kuersteiner, Guido M.

    Published 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 course is an introduction to univariate and multivariate time series models. …”
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