PSTAT277B
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PSTAT 277B - Advanced Time Series
Full Course Title
Advanced Time Series
Instructor Name(s)
STAFF
Course Description
Multivariate time series models, cointegration models,multivariate stochastic volatility models, multivariate timeseries regression models, quantile time series models and non-linear time series models. Mathematical treatment ofspecification, estimation and forecasting as well asapplications in R.
Unit Value
4
Maximum number of times course can be repeated for additional credit
99
Maximum Units
99