TOPICS
IN ECONOMETRICS
Term 2, 2006-2007
Associate
Professor
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
· misc