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Jan 11, 2026
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ECON 7394 - Time Series Analysis II Credit Hours: 3.0 (Lecture Contact Hours:3; Lab Contact Hours:0)
Prerequisite: or consent of instructor.
Time series theory with applications. Topics include state space models, Kalman filter, models of Markov switching, state space models with Markov switching, trend/cycle decompositions, Markov Chain Monte Carlo (MCMC) methods, structural change, and median-unbiased estimation.
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