Brief Course Description
1. Course Title:
Advanced Time Series Analysis
2. Language of Instruction:
Vietnamese
3. Course Code:
MAT508107
4. Credits:
3
5. Course Objectives:
6. Brief Description of Course Content:
The Advanced Time Series Analysis course provides students with advanced knowledge beyond what they learned in the Basic Time Series Analysis. This module covers spectrum analysis, the state space model- the Kalman filter, regression models with structural breaks, and threshold regression