G30 Topics in Economics (Applied Econometrics II)

Syllabus

1st October 7th Delgado Vector autoregressions
2nd 16th Li Vector autoregressions
3rd 21th Du Vector autoregressions
4th 28th Pangara Bayesian analysis
5th November 11th Komatsu Vector autoregressions
6th 18th Cancelled
7th 25th Wang Vector autoregressions
8th December 2nd Xie Bayesian Analysis
9th 9th Zhao Bayesian Analysis, the Kalman filter
10th 16th Hernandez The Kalman filter
11th 23rd Cancelled
12th January 6th Du The Kalman filter
13th 14th Li The Kalman filter
14th 20th Pangara The Kalman filter
15th 27th Cancelled