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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

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By Nathaniel A. Throckmorton

© Copyright 2024-2025.

https://nathrock.github.io/