我们系博士课“高级时间序列”的lecture notes，偷偷拿来给大家看看。

这里是大纲

Lecture 1: talk
Lecture 2: Matrix Algebra
Lecture 2.1 Statistical Inference
Lecture 3: ARMA and ARIMA Models
Lecture 4: Dynamic modeling with Stationary Variables
Lecture 5: Dynamic Modeling with Non-stationary Time Series
Part 1: Non-Stationary Series and Unit Roots
Lecture 6: Dynamic Modeling with Non-stationary Time Series
Part 2: Cointegration
Lecture 7: VAR Models
Lecture 8: ARCH Models

大家看需要下载。