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Economics Department

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240 C Graduate Time Series Analysis

The Persistence
of Memory, 1931. Salvador Dali
Syllabus
Path Forecasting paper
Slides on Path Forecasting
Assignments
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Problem Set 1
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Auxiliary GAUSS File
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Problem Set 1 - Solutions; GAUSS Picture
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Problem Set 2
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Auxiliary Files
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Problem Set 2 - Solutions
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Problem Set 3 (theory)
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Problem Set 3 – Solutions
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Midterm Solutions
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Problem Set 4
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Problem Set 4 –
Solutions
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Problem Set 5
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Problem Set 5 -
Solutions
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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
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