ECON 586 A: Advanced Applied Time Series Analysis

Spring 2021
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Meeting:
TTh 3:30pm - 4:50pm / * *
SLN:
13612
Section Type:
Lecture
Instructor:
OFFERED AS SYNCHRONOUS LEARNING OFFERED VIA REMOTE LEARNING
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:
December 3, 2024 - 9:51 am