Econ 114
  • Finance Preliminaries
  • Stationarity
  • Linear Time Series Models
  • Estimation
    • Maximum Likelihood Estimation
    • ARMA Maximum Likelihood Estimation
    • Numerical Optimization
  • Forecasting
  • Vector Processes
  • The Kalman Filter
  • Generalized Method of Moments
  • Time Series Models of Volatility
Econ 114
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  • Estimation
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EstimationΒΆ

Contents:

  • Maximum Likelihood Estimation
  • ARMA Maximum Likelihood Estimation
  • Numerical Optimization
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