Summer School - 2012
The topic of the 7th Advanced Summer School was on "Advanced Time Series and Forecasting".
The course will cover some advanced topics in time series econometrics and forecasting. We will cover theory, methods, and applications. The primary emphasis will be on methods, with theory presented as an aid to understanding the methods. All methods will be carefully illustrated in full detail by applications to macroeconomic aggregates including quarterly GDP and monthly unemployment rates.