(YALE) Lecture Notes in Time Series by Professor Peter Phillips

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The following link has two notes in time series written by Professor Peter Phillips:

http://korora.econ.yale.edu/phillips/teach/notes/1988-lectures.pdf

http://korora.econ.yale.edu/phillips/teach/notes/1995-lectures.pdf

They are old but are classical and still very useful! Note that part of the first one are currently missing.

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关键词：Time Series Professor Phillips Phillip Lecture notes Series Lecture Peter Professor

Now both the notes are complete!

The following is the syllabus of the time series course taught by Prof. Phillips this year in Yale.

One more notes by Peter:

Time Series Techniques & Applications: Modeling Trends, Trend Extraction, Automated Discovery

Take-home Exam of this year