SSC 389 -- Time Series and Dynamic Models

Instructor: Carlos M. Carvalho

Office: CBA 6.472

Phone: (512) 471-5823

carlos.carvalho@mccombs.utexas.edu

	Syllabus
	Syllabus (.pdf)

	Class Notes
	Intro 1 (a), Intro 1(b), Intro 1(c), Intro 2 MCMC Mixtures AR(1) AR(1) + Noise General DLM Dynamic Regression Stochastic Volatility Dynamic Generalized Linear Models DGLM reference

	Homework Assignments

	Datasets
	Datasets and R-examples

	Other Materials and Links