|
- First midterm is on the 15th of March, Sunday at 14:00 in room A125.
- Model specification HW. Find the underlying data generating process (true
model) in the attached data.
- ARMA example for lab session.
- VAR example for lab session.
- VAR homework data and questions.
-
- SPRING 2012
-
- Lab session files (15-03-2012): 1 2
3
- Lab session files (29-03-2012): 1 2
-
- Project: Instructions,
Description
- Readings: Long and Short
run, PPP cointegration, Identification,
Endogeneity, Measurement
Error, VAR,
VAR2, Granger
Causality, Simultaneous, Cointegration,
Cointegration and GC, Hausman,
Simultaneous2, Structural
VAR, Panel,
Random
Walk
|
