Applied Econometrics 2011/2012

JEM116 Applied Econometrics school web

Materials to my seminars can be also found at school page with all other materials

Lecture 1
by Jozef Baruník

Introduction, OLS revision

Lecture1.cdf (Interactive version for the free player)
Lecture1.pdf (Adobe Acrobat)

Lecture 2
by Jozef Baruník

Introduction to Time Series

Lecture2 examples.cdf (Interactive examples)
Lecture2.pdf (Adobe Acrobat)

Seminar 2
by Jozef Baruník

Introduction to Time Series

Seminar2.pdf (Adobe Acrobat)
Seminar2 data (Interactive examples)

Seminar 4
by Jozef Baruník

GARCH

Seminar4.nb (Interactive Mathematica version)
Seminar4.pdf (Adobe Acrobat)

data for seminar here: data for seminar 4

Seminar 5
by Jozef Baruník

GARCH cont. - GARCH-M, T-GARCH, Multivariate GARCH applications

Seminar5.nb (Interactive Mathematica version)
Seminar5.pdf (Adobe Acrobat)

data for seminar here: data for seminar 5