Time Series

Getting Started

  • Installation
  • Working on the Project
  • Julia

Lecture

  • 1. Introduction & Basics
  • 2. Autoregressive and Moving Average Processes
  • 3. Vector Autoregressive (VAR) Model
  • 4. Structural Vector Autoregressive (SVAR) Model

Problem Sets

  • Problem Set 1: Hodrick-Prescott Filter
  • Problem Set 2: Stationary Univariate Processes
  • Problem Set 3: Assorted topics on single equation models
  • Problem Set 4: VAR models
  • Problem Set 5: Structural VARs

Additional Information

  • References
Time Series
  • Docs »
  • Search

© Copyright 2018, Tobias Raabe.

Built with Sphinx using a theme provided by Read the Docs.