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Advanced Time Series EconometricsSpring 2012 Course Description and
Outline
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 | Course documents and information are available via blackboard: http://courseweb.library.upenn.edu |
| Time and location of lecture: Tuesdays and Thursdays 10:30 - noon, McNeil Building, Room 309 |
| Textbooks (highly recommended): 1) Geweke, Koop, van Dijk (2011) "The Oxford Handbook of Bayesian Econometrics," Oxford University Press, ISBN 978-0-19-955908-4 2) Geweke, John (2005): "Contemporary Bayesian Econometrics and Statistics," Wiley, ISBN 0-471-67932-1 |
| I expect you to attend the Econometrics Workshop on Mondays from 3:30-5:00p. |
