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Course Info

  • Course Number / Code:
  • 14.384 (Fall 2002) 
  • Course Title:
  • Time Series Analysis 
  • Course Level:
  • Graduate 
  • Offered by :
  • Massachusetts Institute of Technology (MIT)
    Massachusetts, United States  
  • Department:
  • Economics 
  • Course Instructor(s):
  • Prof. Guido M. Kuersteiner 
  • Course Introduction:
  •  


  • 14.384 Time Series Analysis



    Fall 2002




    Course Highlights


    This course features exams from previous semesters, problem sets, and lecture notes.


    Course Description


    The course is an introduction to univariate and multivariate time series models. It starts by introducing basic concepts and progresses to more complicated models. The course intends to meet two goals. It provides tools for empirical work with time series data and is an introduction into the theoretical foundation of time series models.

    *Some translations represent previous versions of courses.

     

ACKNOWLEDGEMENT:
This course content is a redistribution of MIT Open Courses. Access to the course materials is free to all users.






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