{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "
\n", " \n", " \"QuantEcon\"\n", " \n", "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Time Series Models\n", "\n", "These lectures look at important concepts in time series that are used in economics" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Lectures\n", "\n", "- [Covariance Stationary Processes](arma.ipynb)\n", " - [Overview](arma.ipynb#overview)\n", " - [Introduction](arma.ipynb#introduction)\n", " - [Spectral Analysis](arma.ipynb#id12)\n", " - [Implementation](arma.ipynb#implementation)\n", "- [Estimation of Spectra](estspec.ipynb)\n", " - [Overview](estspec.ipynb#overview)\n", " - [Periodograms](estspec.ipynb#periodograms)\n", " - [Smoothing](estspec.ipynb#smoothing)\n", " - [Exercises](estspec.ipynb#exercises)\n", " - [Solutions](estspec.ipynb#solutions)\n", "- [Additive Functionals](additive_functionals.ipynb)\n", " - [Overview](additive_functionals.ipynb#overview)\n", " - [A Particular Additive Functional](additive_functionals.ipynb#a-particular-additive-functional)\n", " - [Dynamics](additive_functionals.ipynb#dynamics)\n", " - [Code](additive_functionals.ipynb#code)\n", "- [Multiplicative Functionals](multiplicative_functionals.ipynb)\n", " - [Overview](multiplicative_functionals.ipynb#overview)\n", " - [A Log-Likelihood Process](multiplicative_functionals.ipynb#a-log-likelihood-process)\n", " - [Benefits from Reduced Aggregate Fluctuations](multiplicative_functionals.ipynb#benefits-from-reduced-aggregate-fluctuations)\n", "- [Classical Control with Linear Algebra](lu_tricks.ipynb)\n", " - [Overview](lu_tricks.ipynb#overview)\n", " - [A Control Problem](lu_tricks.ipynb#a-control-problem)\n", " - [Finite Horizon Theory](lu_tricks.ipynb#finite-horizon-theory)\n", " - [The Infinite Horizon Limit](lu_tricks.ipynb#the-infinite-horizon-limit)\n", " - [Undiscounted Problems](lu_tricks.ipynb#undiscounted-problems)\n", " - [Implementation](lu_tricks.ipynb#implementation)\n", " - [Exercises](lu_tricks.ipynb#exercises)\n", "- [Classical Filtering With Linear Algebra](classical_filtering.ipynb)\n", " - [Overview](classical_filtering.ipynb#overview)\n", " - [Infinite Horizon Prediction and Filtering Problems](classical_filtering.ipynb#infinite-horizon-prediction-and-filtering-problems)\n", " - [Finite Dimensional Prediction](classical_filtering.ipynb#finite-dimensional-prediction)\n", " - [Combined Finite Dimensional Control and Prediction](classical_filtering.ipynb#combined-finite-dimensional-control-and-prediction)\n", " - [Exercises](classical_filtering.ipynb#exercises)" ] } ], "metadata": { "filename": "index.rst", "kernelspec": { "display_name": "Julia 1.2", "language": "julia", "name": "julia-1.2" }, "title": "Time Series Models" }, "nbformat": 4, "nbformat_minor": 2 }