Courses:

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.