Hi! I am gradually moving this site to r-econometrics.com. You will find the most recent content there.
This section is intended to provide an overview of the relevant issues in (macro)economic time series analysis. Again the standard disclaimer: This site does not replace a good textbook, but it should help you to get a grasp of the basic concepts more quickly than if you learned it on your own.
The intended structure of this site is:
Univariate models (only one dependent variable)
- Moving averages
Multivariate models (multiple dependent variables)
- Vector autoregression (VAR)
- Impulse response analysis and variance decomposition
- Cointegration and vector error correction models (VECM)
Every entry should become a link once I finish an article about it.