TOPICS IN ECONOMETRICS

 

Term 2, 2006-2007

 

Associate Professor YU Jun

SESS Building #5055

Tel: 6828-0858

Email: yujun@smu.edu.sg

 

 

Notes for lectures

1. Lecture note on VAR (loaded on March 2, 2007)

2. Lecture note on Multivariate GARCH (loaded on March 2, 2007)

3. Lecture note from Prof Phillips (loaded on March 7, 2007)

 

Links

·         Resource for economists

·         Yahoo Finance

 

Jun Yu's homepage