Lecture 12: Time Series Analysis III

Name: Lecture 12: Time Series Analysis III
Uploaded: 2015-01-06T18:18:56Z
Duration: 1 h 17 min 39 s
Description: Description: This is the last of three lectures introducing the topic of time series analysis, describing cointegration, cointegrated VAR models, linear state-space models, and Kalman filters. Instructor: Dr. Peter Kempthorne

1:17:39

Description: This is the last of three lectures introducing the topic of time series analysis, describing cointegration, cointegrated VAR models, linear state-space models, and Kalman filters.

Instructor: Dr. Peter Kempthorne