Political Science 8125: Dynamic Analysis
Time Series Modeling in Politics, Parts I & II
Class Notes & Readings
Course Introduction (Week 1)
Linear Difference Equations (Week 2)
Non-Linear Difference Equations (Week 3)
Box-Jenkins, Part I (Week 4)
Box-Jenkins, Part I, Additional Handouts (Week 4)
Box-Jenkins, Part II (Week 5)
Unit Roots & F.I. (Week 6)
Seasonality & Forecasting (Week 6)
Seasonality & Forecasting, Additional Handouts (Week 6)
Intervention Analysis (Week 7)
Time Series Regression -- Principles (Week 12)
Seemingly Unrelated Regression &
Simultaneous Equations
Temporal Aggregation (Week 8)
Freeman, VAR notes (Week 9)
ARCH and change in Regime (Week 10)
Pevehouse, cont (Week 11)
2006 GUEST SPEAKER: Matt Lebo (Week 12)
Slides for talk
2004 GUEST SPEAKER: Patrick Brandt (Week 12)
Slides for talk
Class Readings (Password Protected)
All of the above will be posted when available
Log Files
Pevehouse VAR Log File (4-14-06)
Pevehouse Log File (2-17-06)
Pevehouse Intervex Log File (3-06)
Pevehouse Seasonalex Log File (3-06)
Pevehouse Timeseries Log File (3-06)
Pevehouse Ts2 Log File (3-06)
Pevehouse log file, pt. I (Feb. 20)
Pevehouse log file, pt. II (Feb. 20)
Back to Courses Page.
