Apr 19, 2024

2016-2017 Graduate Catalog

2016-2017 Graduate Catalog [Not Current Academic Year. Consult with Your Academic Advisor for Your Catalog Year]

ECON 7394 - Time Series Analysis II

Credit Hours: 3.0
Lecture Contact Hours: 3 Lab Contact Hours: 0

Prerequisite:

or consent of instructor.

Time series theory with applications. Topics include state space models, Kalman filter, models of Markov switching, state space models with Markov switching, trend/cycle decompositions, Markov Chain Monte Carlo (MCMC) methods, structural change, and median-unbiased estimation.