MT Week 5

From Kevin Sheppard

MT Week 5 material from class.

Corrections and in-class notes
Cross Section Presentation with Mark-up

Notes
Financial Econometrics Notes (Complete Set)
Chapter 1 (Estimation and Inference)
Chapter 2 (Cross Sectional Analysis)
Chapter 3 (Univariate Time Series)

Assigned Problems
MT Week 5 Assignment (Due Monday Week 7)

Answers to Assigned Problems
None yet

MATLAB Problems
MATLAB MT Assignment 1

MATLAB Code
MATLAB MT Assignment 1

Lecture Handouts
Week 5 (Introduction) Handout
Week 5 (Cross Sectional Analysis) Handout

Lecture Presentations (Color Version of Handouts)
Week 5 (Introduction) Presentation
Week 5 (Cross Sectional Analysis) Presentation