{ "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.html)\n", " - [Overview](arma.html#overview)\n", " - [Introduction](arma.html#introduction)\n", " - [Spectral Analysis](arma.html#id12)\n", " - [Implementation](arma.html#implementation)\n", "- [Estimation of Spectra](estspec.html)\n", " - [Overview](estspec.html#overview)\n", " - [Periodograms](estspec.html#periodograms)\n", " - [Smoothing](estspec.html#smoothing)\n", " - [Exercises](estspec.html#exercises)\n", " - [Solutions](estspec.html#solutions)\n", "- [Additive Functionals](additive_functionals.html)\n", " - [Overview](additive_functionals.html#overview)\n", " - [A Particular Additive Functional](additive_functionals.html#a-particular-additive-functional)\n", " - [Dynamics](additive_functionals.html#dynamics)\n", " - [Code](additive_functionals.html#code)\n", "- [Multiplicative Functionals](multiplicative_functionals.html)\n", " - [Overview](multiplicative_functionals.html#overview)\n", " - [A Log-Likelihood Process](multiplicative_functionals.html#a-log-likelihood-process)\n", " - [Benefits from Reduced Aggregate Fluctuations](multiplicative_functionals.html#benefits-from-reduced-aggregate-fluctuations)\n", "- [Classical Control with Linear Algebra](lu_tricks.html)\n", " - [Overview](lu_tricks.html#overview)\n", " - [A Control Problem](lu_tricks.html#a-control-problem)\n", " - [Finite Horizon Theory](lu_tricks.html#finite-horizon-theory)\n", " - [The Infinite Horizon Limit](lu_tricks.html#the-infinite-horizon-limit)\n", " - [Undiscounted Problems](lu_tricks.html#undiscounted-problems)\n", " - [Implementation](lu_tricks.html#implementation)\n", " - [Exercises](lu_tricks.html#exercises)\n", "- [Classical Filtering With Linear Algebra](classical_filtering.html)\n", " - [Overview](classical_filtering.html#overview)\n", " - [Infinite Horizon Prediction and Filtering Problems](classical_filtering.html#infinite-horizon-prediction-and-filtering-problems)\n", " - [Finite Dimensional Prediction](classical_filtering.html#finite-dimensional-prediction)\n", " - [Combined Finite Dimensional Control and Prediction](classical_filtering.html#combined-finite-dimensional-control-and-prediction)\n", " - [Exercises](classical_filtering.html#exercises)" ] } ], "metadata": { "date": 1590101938.7702456, "download_nb": 1, "download_nb_path": "https://julia.quantecon.org/", "filename": "index_grad.rst", "filename_with_path": "time_series_models/index_grad", "kernelspec": { "display_name": "Julia 1.4.1", "language": "julia", "name": "julia-1.4" }, "language_info": { "file_extension": ".jl", "mimetype": "application/julia", "name": "julia", "version": "1.4.1" }, "title": "Time Series Models" }, "nbformat": 4, "nbformat_minor": 2 }