TIMES SERIES ECONOMETRICS FALL 2009
- Syllabus
- Office hours: Tuesdays and Thursdays, 13:00-15:00
- Assignment
of countries to students (see Round 2): Assigment
- Software TSP:
- brief
manual
- user's
guide
- reference manual
- HW1, TSF09_HW1_DATA.zip, due on
October 8 in class
- "Testing
for Bubbles in Housing Markets: A Panel Data Approach," (with
Vyacheslav Mikhed), Journal of Real Estate Finance and Economics 2009, (Presentation)
- Exercise
session, Eviews, Khanifakhon Rasulova, tentatively schedulled on Friday,
October 23, 13:30, computer lab
- HW2, Relevant files: HW2.zip
, due
on Oct 29 in class
- Midterm: Overview; Total points histogram; Points by problems; Exercise session
Friday, November 20, 13:00; Aproximate grades 95-100...A+(0 students),
90-94...A(2), 85-89...B+(1), 75-79...B(3), 70-74...B-(1), 65-69...C+(0),
60-64...C(5), 55-59...C-(1), 54-0...F(2)
- HW3, money_dem.zip, correction of Problem 3 , due
on Saturday, November 28, noon, at Georgi Burlakov's mailbox; exercise session
on Tuesday, December 1, 15:00 (instead of the regular lecture)
- HW4, DATA ,
due on Tuesday, December 15, at 13:30 (rm 320), which is
also the beginning of the exercise session by Dorota Kowalczyk.
- GMM Notes
- CERGE-EI Forecasting model: website (contains a
methodology description plus Eviews code), presentation
- Final Exam: Thursday, December 17, 15:00-17:00, rm 320,
Overview, Summary Statistics
- Grading overall
