14.384 Time Series Analysis
Fall 2008
Instructor: Anna Mikusheva
TA: Paul Thomas Schrimpf
Lecture: TR2.30-4 (E25-117)
Announcements
lecture nores are posted
I posted the last lecture.
A.
A.
Announced on 05 December 2008 10:09 a.m. by Anna Mikusheva
Final exam is posted
Dear class,
the final is posted. It's due before the noon of Dec 19(Fri).
Best,
Anna
the final is posted. It's due before the noon of Dec 19(Fri).
Best,
Anna
Announced on 02 December 2008 10:20 a.m. by Anna Mikusheva
Problem set 4 is posted
Dear all,
the last problem set is posted. It is due on Nov.25. It covers GMM, indirect inference and Kalman filter.
Anna.
the last problem set is posted. It is due on Nov.25. It covers GMM, indirect inference and Kalman filter.
Anna.
Announced on 10 November 2008 12:37 p.m. by Anna Mikusheva
Lecture notes
Dear class,
You may have already noticed that the lecture notes contain many typos. I am trying my best in attempts to catch them, but I'm losing this war:)
You may notice that I am changing lecture notes after the lectures (I hope they become more readable), and the version posted before the lecture often differs from the one posted after.
If you notice some typos- could you, please, let me know! Thank you!
Anna.
You may have already noticed that the lecture notes contain many typos. I am trying my best in attempts to catch them, but I'm losing this war:)
You may notice that I am changing lecture notes after the lectures (I hope they become more readable), and the version posted before the lecture often differs from the one posted after.
If you notice some typos- could you, please, let me know! Thank you!
Anna.
Announced on 24 October 2008 10:52 a.m. by Anna Mikusheva
Problem set 3 is posted
It is due on Nov.6.
You should solve one of the two first (theoretical) problems and in addition to this Problem 3(empirical)
You should solve one of the two first (theoretical) problems and in addition to this Problem 3(empirical)
Announced on 21 October 2008 2:20 p.m. by Anna Mikusheva
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