TTU. Topics in Time Series Econometrics (for PhD students). November 2015

Lecture slides

Description Action
Syllabus
Lecture 1
Lecture 2
Lecture 3

Seminar material

Description Action
Problem Set

Data

Description Action
US CPI

Code

Description Action
Forecasting
SVAR
Markov Switching VAR

TTU. Topics in Applied Vector Autoregressive Modeling. April 2013

Lecture slides

Description Action
Syllabus
Slides on VARs
Slides on VECMs
Introduction to Matlab

Seminar material

Description Action
Useful Papers

Data

Description Action

Code

Description Action
Matlab code for SVAR

TTU. Econometrics 2. Spring 2013

Lecture slides

Description Action
Syllabus
Preliminary lecture
Lecture 1
Lecture 2
Lecture 3
Lecture 4
Lecture 6, 7

Seminar material

Description Action
Paper on Uncovered Interest Rate Parity
Paper on stock markets
Seminar 20.02.2013
Seminar 27.02.2013
Seminar 25.03.2013

Data

Description Action
Panel Data 1
Panel Data 2

Code

Description Action

EUI. Introductory Probability, Statistics, Matlab. September 2011

Lecture slides

Description Action
Course Outline
Lecture 1
Lecture 2
Lecture 3
Lecture 4
Lectures 5, 6

Seminar material

Description Action
Problem Set 1
Problem Set 2
Problem Set 3
Problem Set 4
Problems Set 5

Data

Description Action

Code

Description Action
Sample code