Introduction to time series econometrics and forecasting. Statistical foundations and economic applications of stochastic processes including ARMA, neural networks with machine learning, VAR, VEC, and volatility models. Students gain practical experience working with economic and financial data, making use of statistical software.
Introduction to time series econometrics and forecasting. Statistical foundations and economic applications of stochastic processes including ARMA, neural networks with machine learning, VAR, VEC, and volatility models. Students gain practical experience working with economic and financial data, making use of statistical software.
