ECONOMETRICS II

Term 2, 2016-2017

Professor Jun YU

SESS Building #5055

Tel: 6828-0858

Email: yujun@smu.edu.sg

Welcome to Econometrics II (Part 1)!

Please bookmark this site to download material for the class.

Supplementary material

· Applied Econometrics using MATLAB

Course Outline

Notes for lectures

· Lecture note 1

· Lecture note 1a

· Lecture note 2

· Lecture note 3

Assignments

· Assignment 1

· Assignment 2

Matlab code for estimating ar AR(1) model