ECON 586 A: Advanced Applied Time Series Analysis

Meeting Time: 
MW 5:00pm - 6:20pm
Location: 
SAV 157
SLN: 
13395
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.
Credits: 
3.0
Status: 
Active
Last updated: 
October 17, 2018 - 9:04pm