Repository (short course probability - econometrics - time series
Posted: Thu Apr 24, 2025 12:38 pm
Hi all!
Last year I had the opportunity to prepare a short course about macroeconometrics.
The course starts with some recap on probability theory, it then moves to linear regression and it finishes with univariate time series
The course material can be found in this Github repo:
https://github.com/doqui87/Simul_Eviews/
The course is still in a beta stage (lots of bugs, errors are expected to be found), but hopefully the program files will still be usefull for someone looking for material for his own class.
Most of the comments are in spanish (hopefully an english version will be available next year, and some bugs can be corrected, as well). Some detail of the lectures planing can be found in https://github.com/doqui87/Simul_Eviews ... lases.docx
Acknowledgments:
Lectures 1-6 partially follow Hansen's 2022 excellent textbook
Lectures 7-12 are heavily inspired by Gysells & Marcellino 2018 book as well.
Please let me know if you found the course's material usefull!
Last year I had the opportunity to prepare a short course about macroeconometrics.
The course starts with some recap on probability theory, it then moves to linear regression and it finishes with univariate time series
The course material can be found in this Github repo:
https://github.com/doqui87/Simul_Eviews/
The course is still in a beta stage (lots of bugs, errors are expected to be found), but hopefully the program files will still be usefull for someone looking for material for his own class.
Most of the comments are in spanish (hopefully an english version will be available next year, and some bugs can be corrected, as well). Some detail of the lectures planing can be found in https://github.com/doqui87/Simul_Eviews ... lases.docx
Acknowledgments:
Lectures 1-6 partially follow Hansen's 2022 excellent textbook
Lectures 7-12 are heavily inspired by Gysells & Marcellino 2018 book as well.
Please let me know if you found the course's material usefull!