Twenty-five easy pieces in mathamatical statistics (pdf)

Exercises hypothesis testing (pdf)

Slides of introductory lecture (pdf)

Note: Solutions to quiz in previous

version of pdf document were just an illustration.

First set of assignments covering material of first week

lecture and exercise (pdf)

We agreed to change the time slot for the exercise.

It is from this week on 12.25-13.55(+break time).

Information about chapters in Hamilton (1994) and

Enders (1995) that we will cover in this course.

In Hamilton (1994) we will use material from

chapters 1, 2, 3, 4, 5, 10, 11, 17, 19.

In Enders (1995) this material is covered in chapters

1, 2, 4, 5 and 6.

Note that we do NOT deal with the whole material of

those chapters, but focus on the material that is

appropriate and useful for this introductory class.

SVAR_MAI_2002; SVAR_MAI_2002-Editor; svar.wf1

An additional practical exercise in the PC lab will

take place on Friday, 27.05 starting at 14:15 (90 minutes).

Lecture slides: "Mathematical Techniques in

Time Series Analysis"

linear difference equations and complex numbers

As announced in the lecture, next week's lecture &

exercise (10-12) and (12-14) will be postponed

due to a research seminar that I have to give in Mannheim.

Here are the final exams of Summer 2003 (erst_ss03.pdf)

(zweit_ss03.pdf) and Summer 2004

(erst_ss04.pdf) (zweit_ss04.pdf).

And here are the solutions for the Summer 2004 second

exam (solution_ss04_zweit.pdf)

Sixth set of assignments (pdf)

Passenger data Frankfurt-Capetown fracpt.wf1

Slides Structural VAR(ppt)

Slides Cointegration (update)

Assignments and solutions (only numerical solutions

are provided) (pdf) (corrected version)

Practical session today will take place at the PC lab

from 6 p.m. c.t. onwards

Data for Structural VAR Asian Stock Market Indices

Data for Cointegration PPP

Data for Cointegration Stock Prices