(YALE) Lecture Notes in Time Series by Professor PeterPhillips 4 个回复 - 2982 次查看
The following link has two notes in time series written by Professor PeterPhillips:
http://korora.econ.yale.edu/phillips/teach/notes/1988-lectures.pdf
http://korora.econ.yale.edu/phillips/teach ...2009-11-17 10:15 - 981464 - 计量经济学与统计软件