Dynamic and financial econometrics

Solution sets and data

Download problem sets


Download data for problem set 1a as EXCEL file
Download solution to problem set 1a as PDF
Download STATA do-file for problem set 1a

Download data for problem set 1b as EXCEL file
Download STATA do-file for problem set 1b
Download solution to problem set 1b as PDF
NOTE: I used the wrong data (the data for problem set 2) to solve assignment 1b. Apologies!

Download data for problem set 2 as EXCEL file

Download STATA do-file for problem set 2
Download solution to problem set 2 as PDF

Download data for problem set 3 as EXCEL file
Download STATA do-file for problem set 3
Download solution to problem set 3
Download the Holt/Aradhyula paper