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