14.384 Time Series Analysis, Fall 2002

Title:	14.384 Time Series Analysis, Fall 2002
Author:	Kuersteiner, Guido M.
Issue Date:	2002-12
Abstract:	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. It starts by introducing basic concepts and progresses to more complicated models. The course intends to meet two goals. It provides tools for empirical work with time series data and is an introduction into the theoretical foundation of time series models.
URI:	http://hdl.handle.net/1721.1/46357
Other Identifiers:	14.384-Fall2002
Other Identifiers:	14.384 IMSCP-MD5-72fac4de18947a7908ca6183227e6a5b
Has Version	http://www.core.org.cn/OcwWeb/Economics/14-384Time-Series-AnalysisFall2002/CourseHome/index.htm
Keywords:	time series analysis, univariate time series model, multivariate time series model, time series model, Econometrics, 450601, Economics, General, 270502, Mathematical Statistics and Probability

Files in this item

Files	Size	Format
14-384Fall-2002 ... l2002/CourseHome/index.htm	14.21Kb	text/html

The following license files are associated with this item: