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About 557b (Phillips) PDF
This course covers time series econometrics analysis of nonstationary data, including unit roots, cointegration, and other topics. Students will learn asymptotic methods for nonstationary processes, unit root tests, cointegration tests, and models involving cointegrated systems. The course will examine topics such as long memory models, nonparametric estimation, and spatial density analysis for nonstationary data. Assessment is based on a take-home exam and an empirical application. Lecture notes and materials from previous courses will be provided.
Detailed Information
| Author: | ['Invest'] |
|---|---|
| Publication Year: | 2015 |
| Pages: | 17 |
| Language: | English |
| Format: | |
| Price: | FREE |
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