Overview of Topics covered in class and exercises (which are required in the exam); Corresponding
parts in Brooks, 2nd ed.
Review Regression, Ch. 1-3
Advanced topics in regression, Ch.4
ARMA models and related concepts, Ch. 5
Nonstationarity Ch.7 up to p. 343. (7.1-7.6)
ARCH, GARCH, Ch. 8.1.-
Seasonality and dummy variables, Ch 9.1-9.4.
Panel data: Fixed Effect models, Ch. 10.1.-10.4.
Multivariate models, Ch.
Chapters 5 and 7 are the most important!
You need a calculator
A formula sheet shown here will be attached
to exam, as well as probability tables if needed.