Time Series Analysis
14.384 · Economics · Graduate · Fall 2013
Prof. Anna Mikusheva
<p>The course provides a survey of the theory and application of time series methods in econometrics. Topics covered will include univariate stationary and non-stationary models, vector autoregressions, frequency domain methods, models for estimation and inference in persistent time series, and structural breaks.</p> <p>We will cover different methods of estimation and inferences of modern dynamic stochastic general equilibrium models (DSGE): simulated method of moments, Maximum likelihood and …
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Prof. Anna Mikusheva. 14.384 Time Series Analysis. Fall 2013. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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