This course is organized into two parts. Part I covers univariate and multivariate time domain models of stationary and nonstationary time series. Topics covered include univariate time series models, unit root tests, time series regression modeling, systems of regression equations, vector autoregressive models for multivariate time series and cointegration. In Part II the course introduces the issues and opportunities that arise with panel data and the main statistical techniques used for it...
This course is organized into two parts. Part I covers univariate and multivariate time domain models of stationary and nonstationary time series. Topics covered include univariate time series models, unit root tests, time series regression modeling, systems of regression equations, vector autoregressive models for multivariate time series and cointegration. In Part II the course introduces the issues and opportunities that arise with panel data and the main statistical techniques used for it...
