Course website for Econ 2142

• Syllabus
• Empirical assignment
• Lecture slides and supplements:
• Figures referenced in spectral lecture
• Figures referenced in VAR lecture
• Slide handouts for state-space lecture
• Figures referenced in model-selection lecture
• Figure referenced in introduction to nonstationarity lecture
• Slide handouts for unit root lecture
• Slide handouts for vector unit root lecture
• Slide handouts for factor model lecture
• Slide handouts for structural VAR lecture
• Slide handouts for Markov switching lecture
• Slide handouts for nonlinear state space lecture
• Slide handouts for volatility lecture
• Exam materials:
• Practice midterm exam
• Answers to practice midterm exam
• Practice final exam
• Answers to practice final exam

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