Tuesday, January 18, 2022

"Sequence-Space Methods" (?)

 

From a recent announcement that just arrived:

Day 3 – Friday, June 17, 2022

Topic: “Advanced sequence-space methods”Morning lecture session from  09:00 AM - 12:00 NOON (CEST)Afternoon practice session from 01:30PM - 3:30PM (CEST) In the morning, we go over advanced sequence-space methods, including second moments and Bayesian estimation to macro time series data. Time permitting, we discuss how to incorporate deviations from full information rational expectations in sequence-space models. In the afternoon, we further work with the Sequence-Space-Jacobian toolbox, compute steady states, linear impulse responses and transition dynamics. Time permitting, we also compute second moments and the likelihood.

So, what are "sequence-space methods"?  Are they not just time-series methods, at least as used in the paragraphs above?  Every place you see "sequence-space," just change to "time-series"?

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