Lecture

Binary Choice Models and Time Series Analysis

In course

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Description

This lecture covers binary choice models, such as probit and logit, used to model determinants of binary variables. It also delves into latent variable representation, estimation methods, and interpretation of model coefficients. Additionally, it explores univariate time series analysis, focusing on autoregressive integrated moving average (ARIMA) models for forecasting economic variables based on past patterns.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_nn0k6s7e

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Ontological neighbourhood

Statistics

Data analysis: Time series, Regression analysis

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