TIMES SERIES ECONOMETRICS FALL 2011
- Syllabus
- TA: Tamara Kochubey
- Classes: Monday 10:30-12:00 Rm 7; Tuesday 13:30-15:00 Rm 116
- Exercise sessions (if scheduled): Tuesday 16:30-18:00 Rm 117
- Software TSP:
- brief
manual
- user's
guide
- reference manual
- Exercise session #1: computer lab , Tuesday October 4, 16:30-18:00
- HW1, TSS11_HW1_DATA.zip, Due on October 17 in class, Please DO NOT DO PROBLEM # 2!
- "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 , GMM DATA, due on October 24 in class
- Exercise sessions: HW1 - Tuesday October 18, 13:30-15:00 (instead of the regular class), Rm 117; HW2 - Monday, October 24, 10:30-12:00 (instead of the regular class), Rm 7
- Review session: Friday, October 21, 9:00-10:30, Rm 5
- GMM Notes
- Midterm: Tuesday, October 25, 13:30-15:30, Rm 5