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Searched for: 1 subject found.
14.384 Time Series Analysis
(
)
Prereq: 14.382 or permission of instructor
Units: 5-0-7
Lecture: TR10.30-12 (E51-145) Recitation: W EVE (5.30-7 PM) (E51-361)
Studies theory and application of time series methods in econometrics, including spectral analysis, estimation with stationary and non-stationary processes, VARs, factor models, unit roots, cointegration, estimation of DSGE models, and Bayesian methods. Enrollment limited.
A. Mikusheva
No textbook information available
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