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  • PSTAT 277B

    • Advanced Time Series . PSTAT 277B

    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.

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    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
    Instructors
    PETERS G W
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    Lecture
    SH 5607F
    M W
    17:00 PM - 18:15 PM
    0 / 30
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    Enrollment Trends
    Past Enrollment Trends (2)
    Winter 2025 . Peters G W
    ILP 3101
    T R
    17:00 PM - 18:15 PM
    Winter 2026 . Peters G W
    ILP 3101
    T R
    17:00 PM - 18:15 PM
    Grading Trends (3)
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    PSTAT 277B Peters G W Winter 2025 Total: 7
    PSTAT 277B Peters G W Winter 2024 Total: 5
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