This course provides an introduction to the theory and application of time series methods in econometrics, including representation theorems, decomposition theorems, prediction, spectral analysis, estimation with stationary and nonstationary processes, VARs, unit roots, and cointegration.
Lecture: TTH 2:30-4 E51-057 Recitation: W
4-5:30 E51-390
Professor
mjansson@MIT.EDU yared@mit.edu
Office Hours: T
10:30-12 E52-262F Office Hours: W