MFE 2007-2008
From Kevin Sheppard
This page contains some old material from the 2007-2008 MFE campaign. Current students should see the material in Category:MFE.
Notes
Estimation and Inference ![]()
Linear Regression
Time Series
Multivariate Time Series
Generalized Method of Moments
Univariate Volatility
Value-at-Risk
Forecast Evaluation