Home--- Research--- Data--- Teaching--- CV--- Contact--- Others

____________________________________________________________________________________________________________

 

 

Introduction to Time Series Analysis and Forecasting

PhD in Economics, Spring 2018

INSEAD

 

 

 

 

 

 

 

 

 

Week 1

Problemset

  • Gapminder

  • Readings handout 1: Cochrane, Sections 2, 3.1, 3.3 and 4

  • Readings handout 2: Cohrane, Sections 3.3 and 4.2

  •  To play a bit with ARMA processes, check these Applets

 

Week 2

Problemset

  • Problemset 2. Due 23 May (first part), 25 May (computer practice.
  • This notes would be of help for the computer section.

Recommended readings:

 

Week 3

Recommended readings:

 

Eric Zivot's notes and examples on forecasting