Econ 624 - Econometrics II
Section 0101
Spring 2023

Instructor (First Half):        John C. Chao

Office:              Tydings Hall Room 3141

Office Hours:   TuTh 11:30am – 12:30pm (or by appointment)

Telephone:       301-405-1579

E-mail:              jcchao@umd.edu


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Syllabus
 
Lecture Notes
Dependence
Mixing Processes and Martingale Difference Arrays
Linear Time Series Models
Autoregression
Vector Autoregression