91518.rar
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ZONGWU CAI

a.Department of Mathematics & Statistics and Department of Economics,
University of North Carolina, Charlotte, NC 28223, U.S.A.
b.Wang Yanan Institute for Studies in Economics, Xiamen University, China
c.College of Economics and Management, Shanghai Jiaotong University, China

The purpose of this lecture notes is designed to provide an overview of methods that
are useful for analyzing univariate and multivariate phenomena measured over time. Since
this is a course emphasizing applications with both theory and applications, the reader is
guided through examples involving real time series in the lectures. A collection of simple
theoretical and applied exercises assuming a background that includes a beginning level
course in mathematical statistics and some computing skills follows each chapter. More
importantly, the computer code in R and datasets are provided for most of examples analyzed
in this lecture notes.

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