Chapter 2: Univariate Time Series (Slides & Lecture)
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Chapter 2: Univariate Time Series (Slides & Lecture)
Companion slides and a complete narrated lecture for Chapter 2 of Econometrics and Time Series Methods.
-
- 0 Rating
- 0 Reviews
- 1 Students Enrolled
Courselet Content
2 components
Requirements
- Basic probability and statistics; familiarity with regression is helpful.
General Overview
Description
This courselet provides the revised Chapter 2 slides and the complete narrated lecture for Econometrics and Time Series Methods: Theory, Applications, and R Implementation by Yongmiao Hong, Oliver Linton, and Jiajing Sun. It covers stationarity, autocovariance and autocorrelation, AR, MA and ARMA models, model identification, estimation, diagnostics, and forecasting, with links to practical implementation in R.
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