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Multivariate time series models, cointegration models, multivariate stochastic volatility models, multivariate time series regression models, quantile time series models and non- linear time series models. Mathematical treatment of specification, estimation and forecasting as well as applications in R.

Prerequisites: PSTAT 274; and, PSTAT 207A or 213A or 220A.

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
PETERS G W
No info found
Winter 2025 . Peters G W
ILP 3101
T R
17:00 PM - 18:15 PM
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PSTAT 277B Peters G W Winter 2025 Total: 5
PSTAT 277B Peters G W Winter 2024 Total: 5
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