Open Course Space

Time Series Analysis

Massachusetts Institute of TechnologyUnited States14.384
Free, no sign-up neededFall 2013English
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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.

Description from MIT OpenCourseWare.

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