Access to the lecture notes is password protected. I will distribute the password in the first lecture.
From 2010 to the end of 2016, I have taught the following three econometrics courses in
regular Spring/Autumn cycles at the University of St. Gallen
(besides the Bayesian Econometrics course listed above).
- Time Series econometrics
A detailed description of what will be covered in the course can be found in
the Course Outline.
Lecture Notes
Access to the lecture notes is password protected. I will distribute the password in the first lecture.
Assignments
I have uploaded the Assignment. Use this
US real GDP Data to answer the questions.
Due Date is 22.04.2016.
Exercises, old Exams & other Material
Below are some exercises, old exam papers and other useful material.
- Linear Time Series analysis
[Up]
Welcome to Linear Time Series analysis! This website contains all the teaching material that you needed for the course.
Lecture Notes
Access to the lecture notes is password protected. I will distribute the password in the first lecture.
R Programs and Data
Here are some links to programs and scripts that we will us in the course.
Assignments
I have uploaded the Graded Homework exercise. Use the following
US real GDP Data File (xls).
- Further Topics in Regression analysis
[Up]
Welcome to Further Topics in Regression analysis!
A detailed description of what we will cover can be found in the Course Outline.
Lecture Notes, Programs and Data
Access to the lecture notes is password protected. I will distribute the password in the first lecture.