Noncausal time series analysis deviates from traditional causal frameworks by incorporating both past and future information to explain and predict the dynamics of complex systems. This approach is ...

This paper proposes a very tractable approach to modeling changes in regime. The parameters of an autoregression are viewed as the outcome of a discrete-state Markov process. For example, the mean ...

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 ...