Time-Series Econometrics

Office hours:  Friday 219D, Wednesday 1:00-3:00 p.m.

• Final Project is due on May 7
• Data for the final project

May 1

• Answers to Problem Set 8 are posted

• The final exam will cover the following topics: MLE, SEM, VAR, nonstationary time series

April 24

• Revised lecture notes for nonstationary time-series processes are posted

April 19

• Problem Set 8 is posted (due on April 25)
• Answers to Problem Set 7 are posted