Browsing MIT OpenCourseWare (MIT OCW) - Archived Content by Subject "VAR"

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    • 14.384 Time Series Analysis, Fall 2007 

      Mikusheva, Anna, 1976-; Schrimpf, Paul (2007-12)
      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 ...

    • 14.384 Time Series Analysis, Fall 2008 

      Schrimpf, Paul; Mikusheva, Anna (2008-12)
      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 ...