Syllable revised on Sep. 26, 2009

R

    Tips on Using R   R-codes  samples

 

HomeWorks

HomeWork #1 Due on Oct. 6, 2009

HomeWork #2 Due on Nov.  17, 2009

 

Old exams

Midterm 2007

 R codes

   Simulating the finite sample distribution of least squares estimates

 

 

Lecture notes

    linear model;     least squares estimates  Three tests (downloaded from the net)

   ARCH/GARCH

Review

  Matrix algebra

  Review on probability and distribution theory

  Review on estimation and testing

MISC

Seminar given by Robert Engle

Announcement     Abstract