Time Series PhD/M2 2015 (ECOS 64100)

Website for the course in Time Series given at ESSEC Business School and the University of Cergy-Pontoise. 

This year, we will be using the software OxMetrics 6 which is available from all computers at ESSEC and that you can also download for your personal laptops.


  • Data Sources Here is a list of data sources, please let us know if you find some interesting ones. You can also look on http://www.google.com/publicdata/directory# An interesting ...
    Posted Jan 28, 2014, 6:59 AM by Guillaume Chevillon
  • Nobel Lectures Robert Shiller 2013http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/2013/shiller-lecture.htmlLars Peter Hansen 2013http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/2013 ...
    Posted Jan 6, 2014, 11:38 PM by Guillaume Chevillon
Showing posts 1 - 2 of 2. View more »