Metrics Course

These slides are based on different chapters of the material in Time Series Analysis by James Hamilton.

Intro: [PDF]

Stationary ARMA processes: [PDF]

Maximum Likelihood: [PDF]

Vector Autoregressions: [PDF]

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]

Dynamic Optimization: [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: [PDF]

Numerical Methods: [PDF]

Generalized Method of Moments: [PDF]