Groups
Group 1: Stella and Laura; will present on 01/25, see below
Group 2: Daniel and Jen; will present TBA
Group 3: Wenjie and Xiaotian; will present TBA
Group 4: Fernando, Wyara and Mary; will present TBA
Group 5: Hyotae and Jiajie; will present on 01/30, see below
Order for presentations: 1, 5, 3, 4, 2
Homework 1
Prado & West Chapter 1: 2, 4, 5 and 7.
Prado & West Chapter 2: 3 (a), 4, 6 (assume all the reciprocal roots are different).
Due: Th 01/25; Group 1 will present problems 5 and 7 from Chapter 1 and problem 4 of Chapter 2.
Homework 2
Prado & West Chapter 2: 8, 10, 13, 17 (use the conditional likelihood)
Due: Tu 01/30; Group 5 will present problems 13 and 17 on Tu 01/30
Homework 3
Prado & West Chapter 2: 18, 19, 21. The data for these problems are posted here.
Due: Th 02/01 Note: No groups will be presenting problems from this homework.
Homework 4
Prado & West Chapter 3: 3, 4 (data lh in R), 6 (the problem has a typo, it should be y_t = phi_1 y_{t-1} + phi_2 y_{t-2} + epsilon_t);
Prado & West Chapter 4: Problems 1 and 2;
West and Harrison Chapter 2: 1, 3, 5, 6
Due: Tu 02/20; Group 3 will present the following problems: Prado & West Problems 3 and 4 from Chapter 3 and West & Harrison Problem 3 from Chapter 2.
Homework 5
West & Harrison, Chapter 4: 6, 11; Chapter 5: 1, 3(a) and (b), 4, 5, 9, 10
Due: Th 02/22; No groups will present problems from this homework.
Homework 6
West & Harrison, Chapter 7: 1, 2, 3
West & Harrison, Chapter 8: 3, 5, 8, 9, 10, 13, 14
West & Harrison, Chapter 9: 3, 4(a) and 9.
Due Th 03/08. Group 4 will present W&H Problem 14, Chapter 8 on Th 03/08.
Homework 7
West & Harrison, Chapter 10: 1(A)-(B) and 1(D); 2, 7
Prado & West, Chapter 5: 4, 5 and 6
Due Th 03/15, Group 2 will present Problem 7, Chapter 10 of West & Harrison.