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University of California, Berkeley

Department of Economics
549 Evans Hall # 3880
Berkeley, CA 94720-3880

(510) 642-0822

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powell@econ.berkeley.edu
Last modified: 01/18/06

  ECONOMICS 241B
ECONOMETRICS


Fall 2006

Lecture: Tuesdays and Thursdays, 2:00-3:30 PM, 4 Evans

Instructors:

    Professor James Powell (First Half)
   Office Hours: 669 Evans, Wednesday 1:30-3:00

   Professor Michael Jansson (Second Half)
   Office Hours: 667 Evans, Monday 2:00-3:30


FIRST HALF

Syllabus


Problem Sets

  • Problem Set 1
  • Problem Set 2

  • Lecture Notes

  • Introduction to Time Series Models
  • Stationarity and Invertibility
  • Notes on ARMA Models