ECON 586 A: Advanced Applied Time Series Analysis

Meeting Time: 
W 5:00pm - 7:50pm
Location: 
THO 331
SLN: 
13425
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: 
April 3, 2019 - 9:12pm