这是主要内容：

1 Introduction, Stationarity, Trends


2 ARMA Models, Projections, Partial Autocorrelations


3 Spectral Representations


4 Prediction and Wold Decomposition


5 Estimation and Specification Testing


6 VAR's


7 Additional Results for VAR's


8 Unit Root Asymptotics and Unit Root Tests


9 Cointegration


10 GMM Estimation

MIT啊！超级牛啊！

[此贴子已经被作者于2006-1-20 16:56:06编辑过]