ECON 586 A: Advanced Applied Time Series Analysis

Meeting Time: 
TTh 3:30pm - 4:50pm
Location: 
* *
SLN: 
13612
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: 
February 12, 2021 - 2:00am