Jin Man Lee

We will cover time series regression models throughout the quarter. Instead of technical and theoretical sides, we will mostly focus on the practical applications of time series regression model using macroeconomic and financial data. The example data will be from the typical website, such as yahoo.com or wsj.com, and public website such as FRED (Federal Reserver Economic Data) maintained by St. Louis Federal Reserve Bank. We will use the latest available data from website and read them into STATA program. This course will help you to develop higher level of STATA program skills as well as methodologies to understand the time series process in economics and finance. This class is designed to concentrate the quantitative analysis using mathematics, statistics, and regression analysis. We will briefly discuss about statistics concepts related with population and samples, descriptive statistics, distributions, and inference and hypothesis tests.