ECON 2713 - Structural Macroeconometrics

Class begins Jan. 7 2010

Classes held T,TH, 11:00 - 12:15, 4716 WWPH

Caution: the notes posted below are under revision

Syllabus

Textbook web site:

Structural Macroeconometrics Web Site

Lecture Notes

Introduction

Example Environments

GAUSS Tutorial

Linear Approximation

Projection Methods

Data Alignment

State Space Representations

Data Alignment Part II

Efficient Importance Sampling

The Particle Filter

The EIS Filter