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Instructor
Prof. Anna Mikusheva
Departments
Economics
As Taught In
Fall 2013
Level
Graduate
Topics
Mathematics
Probability and Statistics
Social Science
Economics
Econometrics
Macroeconomics
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14.384 | Fall 2013 | Graduate
Time Series Analysis
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Lecture Notes
Lecture Notes 1: Stationarity, Lag Operator, ARMA, and Covariance Structure
Lecture Notes 2: Limit Theorems, OLS, and HAC
Lecture Notes 3: More HAC and Intro to Spectrum
Lecture Notes 4: Spectrum
Lecture Notes 5: Spectrum Estimation and Information Criteria
Lecture Notes 6: GMM
Lecture Notes 7-8: Weak IV
Lecture Notes 9: Bootstrap
Lecture Notes 10: Introduction to VARs
Lecture Notes 11: VARs
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Recitations
Recitation 1
Recitation 2
Recitation 2: Time Series in Matlab
Recitation 3
Recitation 4
Recitation 5
Recitation 6
Recitation 7
Recitation 8
Recitation 9
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Course Info
Instructor
Prof. Anna Mikusheva
Departments
Economics
As Taught In
Fall 2013
Level
Graduate
Topics
Mathematics
Probability and Statistics
Social Science
Economics
Econometrics
Macroeconomics
Learning Resource Types
notes
Lecture Notes
assignment
Problem Sets
co_present
Instructor Insights
Download Course