麻省理工《Time Series Analysis》课程全部讲义，作业，考试试题

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Course Description
<DIV class=bodycopy>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.</DIV>
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<DIV class=bodycopy>Syllabus</DIV>
<DIV class=bodycopy> </DIV>
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<DIV class=subhead>Description and Requirements </DIV>

<DIV class=bodycopy>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. There will be three problem sets and a final exam. Thirty percent of the course grade will be based on problem sets. The final exam has been scheduled for the final exam week.
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<DIV class=subhead>Recommended Texts </DIV>

<DIV class=bodycopy>1. J. Hamilton. <EM>Time Series Analysis.</EM> Princeton: Princeton University Press, 1994.
2. P. Brockwell., and R. Davis. <EM>Time Series: Theory and Methods.</EM> Second edition. New York: Springer-Verlag, 1991.
3. W. Enders. <EM>Applied Econometric Time Series.</EM> New York: Wiley, 1995.
4. H. White. <EM>Asymptotic Theory for Econometricians.</EM> New York: Academic Press, 1984.
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<DIV class=bodycopy> </DIV>
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<P> 21540.rar (2.78 MB, 需要: 6 个论坛币)

2005-8-2 00:21:00 上传

麻省理工《Time Series Analysis》课程全部讲义，作业，考试试题
需要: 6 个论坛币  [购买]

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