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Time Series Econometrics
Welcome
Section 0
Reading List
Software
Jupyter Notebook
Data in Python
Topics
Section 1
What is Time Series?
Mixed-Frequency Data
Stationarity
Section 2
MA Model
AR Model
ARIMA Model
Review 1A
Review 1A Key
Review 1B
Review 1B Key
Section 3
VAR Model
VAR Example Fed
VAR Example Oil
VECM
Review 2A
Review 2A Key
Review 2B
Review 2B Key
Section 4
State Space Model
RBC Model
Review 3
Review 3 Key
Index