Department of Economics

Bruce E. Hansen

Time Series and Forecasting

University of Crete, July 23-27, 2012

Reading List

Lectures (Drafts)
Lecture 1
Lecture 2
Lecture 3
Lecture 4
Lecture 5

GDP Data File for Lectures Data Documentation
R Files for Lecture 1 gdp1.r rates1.r
R Files for Lecture 2 gdp2.r rates2.r
R Files for Lecture 3 gdp3.r rates3.r

Data File for Exercises
Excel file
Text file

Empirical Projects
Assignment 1
Assignment 2
Assignment 3
Assignment 4
Assignment 5

ASSEE webpage
Bruce Hansen's webpage
Hansen's Programs and Data
ECONOMETRICS (draft graduate textbook) (Revised 1/2012)
Wisconsin Unemployment Rate Forecast (Most recent: 6/25/2012)

Bruce E. Hansen