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Advanced Time Series Analysis

This course is available on the MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in Health Data Science, MSc in Marketing, MSc in Mathematics and ...
JSTOR Daily

Likelihood Inferences for High-Dimensional Factor Analysis of Time Series With Applications in Finance

This article investigates likelihood inferences for high-dimensional factor analysis of time series data. We develop a matrix decomposition technique to obtain expressions of the likelihood functions ...
JSTOR Daily

Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting

A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is suggested, based on the canonical correlation technique. The prediction procedure is direct in the ...
Harvard Business School

Empirical Guidance: Data Processing and Analysis with Applications in Stata, R, and Python

Ouellet, Melissa, and Michael W. Toffel. "Empirical Guidance: Data Processing and Analysis with Applications in Stata, R, and Python." Harvard Business School Working ...
Forbes

Inside The Evolving World Of AI And Predictive Insights: Exploring Time Series Analysis

Artificial intelligence (AI) technologies are currently revolutionizing industries and enabling automation on a scale we've never seen before. Of course, none of this is possible without data. These ...