TIMES SERIES ECONOMETRICS FALL 2011

          - brief manual
          - user's guide
          - reference manual

• Exercise session #1: Tuesday, January 18, 3pm-4:30pm, TSP & Eviews
• HW1, TSS11_HW1_DATA.zip, Due on February 10 in class
•  "Testing for Bubbles in Housing Markets: A Panel Data Approach," (with Vyacheslav Mikhed), Journal of Real Estate Finance and Economics 2009, (Presentation)
• HW2, Relevant files: HW2.zip , due on March 1in class
• Midterm will take place on March 8: Overview, Summary stats by problems, Histogram - totals, Grading (orientational): 22.5-30 A, 20.1-22.4 A-/B+, 17.6-20 B, 15.1-17.4 B-, 12.5-15 C, 0-12.4 F
• HW3, money_dem.zip, due on April 5 in class
• HW4, DATA , due on Thursday, April 14 in class (exercise session, see below) , Correction (Tomas Lukes)
• GMM Notes
• Make-up classes: Wednesday, March 30, 15:00-16:15, Rm 320; Tuesday, April 12, 15:00-16:30, Rm 117 (probably)
• Exercise sessions: For HW 3, Thursday, April 14, 13:30-15:00, Rm 320; For HW4, Tuesday, April 19, 13:30-15:00, Rm 117
• Final Exam: Wednesday, April 20, 10:30-12:30, rm (tbd)