University of California, Berkeley
Department of Economics
549 Evans Hall # 3880
Berkeley, CA 94720-3880
(510) 642-0822
ELSA: Econometrics Laboratory Software Archive
rothenbe@econ.berkeley.edu
Last modified: 10/16/07
TIME SERIES ECONOMETRICS
Midterm Exam
Monday, October 22, 7-9pm, 85 Evans HallYou may consult one textbook, your notes, handouts, and lecture notes during the exam.
Lectures
Tuesday & Thursday, 2-3:30, 87 Evans HallInstructor (first half)
Professor Thomas J. RothenbergOffice Hours: Wednesday, 2-3, 651 Evans Hall
Review Notes
Asymptotic ApproximationsExtremum Estimators
Lecture Notes
Univariate Time-Series ModelsEstimating Time-Series Models
State Space Models and the Kalman Filter
Spectral Analysis (second revision)
Vector Time-Series Models
Problem Sets
Problem Set 1Problem Set 2
Problem Set 3
Problem Set 4