Graduate School of Business. 1997
What is a time series?
ARMA model
The a utocorrelation and autocovariance functions
Prediction and Impulse-Response Functions
Stationarity and Wold representation
VARs: orthogonalization, variance decomposition, Granger causality
Spectral Representation
Spectral alanalysis in finite samples
Unit Roots
Cointegration
