14.384 Time Series Analysis


Class Info

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.

This class has 14.382 as a prerequisite.

14.384 will be offered this semester (Fall 2017). It is instructed by A. Mikusheva.

Lecture occurs 9:00 AM to 10:30 AM on Tuesdays and Thursdays in E51-372.

This class counts for a total of 12 credits.

You can find more information at the MIT + 14.384 - Google Search site or on the 14.384 Stellar site.

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