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Time Series Econometrics

Collection of Matlab scripts for Professor Bent Sorensen's Macroeconometrics Ph.D. Course

Description

This repository contains projects for assignments and research for Professor Bent Sorensen's, Bent Sorensen Personal Website Econometrics II and Macroeconometrics Ph.D. Courses. Scripts demostrating unit root process tests, co-integration, maximum likelihood estimation, and duration models.

Dependencies

  • All code was written in Matlab using Matlab livescripts

Authors

Version History

  • 0.1
    • Initial Release