Main Page

Lectures

Research

Seminars and Workshops

Economics Department

 


240 C Graduate Time Series Analysis


The Persistence of Memory, 1931. Salvador Dali

 

Syllabus

 

Path Forecasting paper
Slides on Path Forecasting

Assignments


·         Problem Set 1

·         Auxiliary GAUSS File

·         Problem Set 1 - Solutions; GAUSS Picture

·         Problem Set 2

·         Auxiliary Files

·         Problem Set 2 - Solutions

·         Problem Set 3 (theory)

·         Problem Set 3 – Solutions

·         Midterm Solutions

·         Problem Set 4

·         Problem Set 4 – Solutions

·         Problem Set 5

·         Problem Set 5 - Solutions



·         Sample Final Exams: Example 1; Example 2.

EViews


 

Useful Primer to EViews and other resources (University of Washington)

EViews Homepage - QMS

GAUSS


    • Professor Cameron's Gauss Resources
    • Gauss Resources (University of Washington)
    • Judge, G. G., R.C. Hill, W. E. Griffiths, H. Luktepohl and T.C. Lee, (1989), Learning Econometrics Using Gauss. A Computer Handbook to Accompany: Introduction to the Theory and Practice of Econometrics, 2nd Edition, New York: John Wiley.
    • Mittelhammer, R. C., G.G. Judge, and D. J. Miller, Econometric Foundations, Cambridge University Press, contains a CD-ROM with a nicely written GAUSS manual for econometricians. You may also obtain this manual directly from the author at: http://www.rhkoning.com/gauss/index.htm 

Data Resources


 



Last Revised
March 11, 2010