14.384 Time Series Analysis, Fall 2002

Kuersteiner, Guido M.

Author(s)

Kuersteiner, Guido M.

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Alternative title

Time Series Analysis

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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.

Date issued

2002-12

URI

http://hdl.handle.net/1721.1/46357

Department

Massachusetts Institute of Technology. Department of Economics

Other identifiers

14.384-Fall2002

local: 14.384

local: IMSCP-MD5-72fac4de18947a7908ca6183227e6a5b

Keywords

time series analysis, univariate time series model, multivariate time series model, time series model, Econometrics

Collections

MIT OCW Archived Courses