Data Programs
Octave/Matlab data program [load FRB/US data with load('HISTDATA.m')]
Gretl program to load FRB/US data
Eviews FRB/US packages from Federal Reserve
Exercises (ungraded)
Exercise 1 (for September 12 class) (ANSWERS IN ZIP FILE)
Exercise 2 (Octave program for a figure in lecture 2 that may help with question 2) (ANSWERS)
Exercise 3 (ANSWERS -- including program to estimate AR equations!)
Exercise 4 (good practice for first graded assignment)
Exercise 5 (good practice for graded assignment 2) (Example program presented in class) (ANSWER -- example to compute present values) (ANSWER -- program for GMM estimation)
Some useful econometrics books
Econometrics
Frank Diebold's Econometrics (introductory)
Bruce Hansen's Econometrics (advanced)
Time-series analysis