14 384 - Time Series Analysis

Institution:

Massachusetts Institute of Technology

Subject:

Description:

Studies theory and application of time series methods in econometrics, including spectral analysis, estimation with stationary and non-stationary processes, VARs, factor models, unit roots, cointegration, estimation of DSGE models, and Bayesian methods. Enrollment limited.

Credits:

5.00

Credit Hours:

Prerequisites:

Prereq: 14.382 or permission of instructor

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

web.mit.edu/student/

Phone Number:

(617) 253-1000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Four-one-four plan

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