Lectures on Time Series Econometrics[size=+3]Econometrics
[size=+3]Junsoo Lee [size=+1][url=mailto:%20Junsoo.Lee@Bus.Ucf.Edu]Junsoo.Lee@Bus.Ucf.Edu[/url]
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[size=+1]Syllabus (pdf)
[size=+1]Note: All copies of the pdf files are available at Room 325 (Department of Economics).
[size=+1]Lecture 1. [size=+1]Stationary ARMA Models |
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[size=+1]Lecture 2. [size=+1]Multiple Time Series Models [size=+1](VAR) | [size=+1]Lecture Note 2: tsnote2.pdf (410K) [size=+1]Presentation Note 2 |
[size=+1]Lecture 3. [size=+1]Spectral Analysis |
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[size=+1]Lecture 4. [size=+1]Non-stationary Time Series Models [size=+1](Spurious Regression & Unit Root) |
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[size=+1]Lecture 5. [size=+1]Regression with Non-stationary Time Series [size=+1](Cointegration) |
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