ECON 586 A: Advanced Applied Time Series Analysis

Meeting Time: 
MW 1:30pm - 2:50pm
Location: 
SAV 167
SLN: 
13482
Instructor:
Chang-Jin Kim
Catalog Description: 
Time series and empirical macroeconomics with focus on applications of time series analysis to various topics in macroeconomics and finance. Topics include: state-space models and Kalman filter; Markov-switching models and their extensions; Bayesian Gibbs sampling; randomization; and measurement of volatility.
Status: 
Active
Last updated: 
October 5, 2016 - 9:03pm