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European University Institute

 

Economics Department

 

       

 

Contact details:

 

E-mail:

Bertrand.Gruss@EUI.eu

 

 

Bertrand Gruss - Teaching

 

 

Spring 2009: TA for Topics in Time Series Analysis (Prof. Massimiliano Marcellino)

·        Syllabus of the course

·        Problem Sets

o       PS 1

o       PS 2

o       PS 3

·        Slides TA sessions

o       TA session 1

o       TA session 2

o       TA session 3

o       TA session 4

o       TA session 5 

·        Codes

o       Reference codes for the Problem Sets (and some program user guides) are located in: H:\marcellino_topics\PS

o       Introduction to Gauss, sample code

o       Introduction to Matlab, sample code

o       Code to produce series in Slides TA session 1 (Matlab)

o       Code used in TA session 3: SETAR and LSTAR models (Matlab)

·        Useful links

o       Gauss

§        Introduction to Gauss 6.0 (by Leth-Petersen)

§        Introduction to Gauss (by Moral)

§        Course in Gauss material (Lanc. U.)

§        Introduction to Gauss Programming Language (by Rossi)

§        (Short) list of Matlab-Gauss “synonyms”

o       Matlab

§        Matlab Cheat Sheet (by Kopecky)

§        An Introduction to Matlab (by Griffiths)

§        An Introduction to Matlab (by Butenko, Pardalos and Pardalos)