This course introduces regression methods, state-space modeling, linear time series models, and volatility models, which are important tools for data analysis, and are foundations for developing more specialized methods. Syllabus (2021 Fall).pdf
This course introduces regression methods, state-space modeling, linear time series models, and volatility models, which are important tools for data analysis, and are foundations for developing more specialized methods. Syllabus (2021 Fall).pdf