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Econometrics II: Time Series Analysis
Spring 2008
Announcements
 | Course documents and information are available via blackboard:
http://courseweb.library.upenn.edu |
| Time and location of lecture: TTh
9:00 - 10:30, McNeil 309 |
| Textbooks:
1) Hayashi, Fumio (2000): "Econometrics," Princeton University Press, ISBN
0-691-01018-8 (required).
2) Geweke, John (2005): "Contemporary Bayesian Econometrics and
Statistics," Wiley, ISBN 0-471-67932-1 (required). |
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