Forecasting

• 2009 년도 / 2 학기 / 정규강좌    
• 사회과학>경영 · 경제>경제학
• 강의 : 19   조회 : 3264  
  

This course is designed to provide univariate and multivariate time series models for forecasting in business and economics. Topics include ARMA, VAR and GARCH models, unit roots and cointegration, out-of-sample forecasting techniques, model selection, response function analysis and variance decompositions, state space models, non-linear models, Bayesian approaches and forecast evaluation.