Integrated and Seasonal Processes: Time Series

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Univariate Time Series Analysis

Explores univariate time series analysis, covering stationarity, ARMA processes, model selection, and unit root tests.

Time Series: Linear Filtering and Spectral Estimation

Explores linear filtering, spectral estimation, and second-order stationarity in time series analysis.

Time Series Analysis: ARMA Models

Explores ARMA models in time series analysis, covering model selection, forecasting, and precision assessment.

Model Specification in Time Series

Covers the identification and model specification in time series analysis, including AR models and least squares estimation.

Vector Autoregression: Modeling Vector-Valued Time Series

Explores Vector Autoregression for modeling vector-valued time series, covering stability, reverse characteristic polynomials, Yule-Walker equations, and autocorrelations.

Time Series: Stochastic Properties and Modelling

Explores the stochastic properties and modelling of time series, covering autocovariance, stationarity, spectral density, estimation, forecasting, ARCH models, and multivariate modelling.

Binary Choice Models and Time Series Analysis

Explores binary choice models like probit and logit, as well as univariate time series analysis with ARIMA models for forecasting economic variables.

Time Series

Explores Time Series, covering model specification, diagnostics, and forecasting methods.

Vector Autoregression

Explores Vector Autoregression for modeling vector-valued time series, covering stability, Yule-Walker equations, and spectral representation.

Estimation and Forecasting in Time Series

Explores estimation, forecasting, and model comparison in time series analysis using real data examples to motivate the study.