Akita Intl. University: Introduction to Time Series Analysis

Kirkjufell (Photo: Felix Pretis)

Kirkjufell (Photo: Felix Pretis)

Akita International University: Introduction to Time Series (Course GBP 345)

Course syllabus available here (pdf).

Hendry, D.F. (2015),  Introductory Macro-Econometrics: A new approach: download here.

Lecture Slides

 

Econometric Project Outline
Submission deadline: Monday 5. June 2016

 

Computer Lab Files

Lab 1 (.zip)
Lab 2 (.zip)
Lab 3 (.zip)
Lab 4 (.zip)
Lab 5 (.zip)

Problem Sets

 

Problem Set Solutions

Problem Set 1 Solutions (Japanese Kuznets Curve Data)
Problem Set 2 Solutions
Problem Set 3 Solutions
Problem Set 4 Solutions

Additional Material

Play a `guess the correlation‘ game!