30E00800 - Time Series Analysis, 26.02.2019-29.05.2019
This course space end date is set to 29.05.2019 Search Courses: 30E00800
Lecture 5 (Tuesday 12.3.2019)
Completion requirements
Regression analysis,:some tests and issues related to time series. Readings: Brooks Ch. 4, see also book's slides
http://www.cambridge.org/features/economics/brooks/downloads/PPT/Ch4_slides.ppt
Introduction to Stochastic processes and autocorrelation. Readings: Beginning of Ch. 5, see also book's slides
http://www.cambridge.org/features/economics/brooks/downloads/PPT/Ch5_slides.ppt