Resources | Time Series Analysis | Economics

Course Info

Instructor

Prof. Anna Mikusheva

Departments

Economics

As Taught In

Fall 2013

Level

Graduate

Topics

Learning Resource Types

Instructor Insights

Lecture Notes

Problem Sets

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Lecture Notes

pdf

168 kB

Lecture Notes 1: Stationarity, Lag Operator, ARMA, and Covariance Structure

pdf

130 kB

Lecture Notes 2: Limit Theorems, OLS, and HAC

pdf

175 kB

Lecture Notes 3: More HAC and Intro to Spectrum

pdf

254 kB

Lecture Notes 4: Spectrum

pdf

210 kB

Lecture Notes 5: Spectrum Estimation and Information Criteria

Lecture Notes 6: GMM

Lecture Notes 7-8: Weak IV

pdf

170 kB

Lecture Notes 9: Bootstrap

pdf

151 kB

Lecture Notes 10: Introduction to VARs

pdf

143 kB

Lecture Notes 11: VARs

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Recitations

Recitation 1

Recitation 2

Recitation 2: Time Series in Matlab

Recitation 3

Recitation 4

Recitation 5

Recitation 6

Recitation 7

Recitation 8

Recitation 9

Course Info

Instructor

Prof. Anna Mikusheva

Departments

Economics

As Taught In

Fall 2013

Level

Graduate

Topics

Learning Resource Types

Instructor Insights

Lecture Notes

Problem Sets

Download Course

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Course Info

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Time Series Analysis

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Lecture Notes

Recitations

Course Info

Instructor

Departments

As Taught In

Level

Topics

Learning Resource Types