Review Quiz 2-06: Maximum Likelihood Estimation of ARMA Models
- Due 4 Oct 2018 at 13:15
- Points 5
- Questions 5
- Time limit None
- Allowed attempts Unlimited
Instructions
This quiz reviews model specification and misspecification testing. The content is covered in:
Readings: Lecture Note 4, sections 4, p. 13-14, and Verbeek, sections 6-6.1.4, p. 187-197, and section 8.6 (15 pages).
Review Slides: 02 Dynamic Models for Stationary Time Series, section 6, slides 29-33 (5 slides).
Remember that you can take the quiz as many times as you want. The score does not count for anything.
If you have any questions or parts you find difficult, you can add a question or comment to this Discussion Forum Post.