| dc.contributor.author | Kuersteiner, Guido M. | en_US |
| dc.coverage.temporal | Fall 2002 | en_US |
| dc.date.issued | 2002-12 | |
| dc.identifier | 14.384-Fall2002 | |
| dc.identifier | local: 14.384 | |
| dc.identifier | local: IMSCP-MD5-72fac4de18947a7908ca6183227e6a5b | |
| dc.identifier.uri | http://hdl.handle.net/1721.1/46357 | |
| dc.description.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. | en_US |
| dc.language | en-US | en_US |
| dc.relation | | en_US |
| dc.rights.uri | Usage Restrictions: This site (c) Massachusetts Institute of Technology 2003. Content within individual courses is (c) by the individual authors unless otherwise noted. The Massachusetts Institute of Technology is providing this Work (as defined below) under the terms of this Creative Commons public license ("CCPL" or "license"). The Work is protected by copyright and/or other applicable law. Any use of the work other than as authorized under this license is prohibited. By exercising any of the rights to the Work provided here, You (as defined below) accept and agree to be bound by the terms of this license. The Licensor, the Massachusetts Institute of Technology, grants You the rights contained here in consideration of Your acceptance of such terms and conditions. | en_US |
| dc.subject | time series analysis | en_US |
| dc.subject | univariate time series model | en_US |
| dc.subject | multivariate time series model | en_US |
| dc.subject | time series model | en_US |
| dc.subject | Econometrics | en_US |
| dc.title | 14.384 Time Series Analysis, Fall 2002 | en_US |
| dc.title.alternative | Time Series Analysis | en_US |
