Intro: [PDF]
Stationary ARMA processes: [PDF]
Maximum Likelihood: [PDF]
Vector Autoregressions: [PDF]
Metrics Course
These slides are based on different chapters of the material in Time Series Analysis by James Hamilton.
Macro Course
These slides are based on Chapter 8 of Recursive Macroeconomic Theory by Ljungqvist and Sargent, lecture notes by Axelle Ferriere and Nezih Guner, and Dynamic Economics by Adda and Cooper.
Equilibrium with Complete Markets: [PDF]
Problem set 1: [PDF]
Dynamic Programming: [PDF]
Problem set 2: [PDF]
Problem set 3: [PDF]
Advanced Course
These slides are based on lecture notes by Josep Pijoan-Mas, Dynamic General Equilibrium Modeling by Heer and Maussner, Econometrics by Hayashi, and Econometric Analysis by Greene.
Huggett, 1996 and Endogenous Grid Methods: [PDF]
Problem set: [PDF]; Life Tables [txt]
Numerical Methods: [PDF]
Problem set: [PDF]
Generalized Method of Moments: [PDF]