Seminar exercises

The exercises for the first seminar are now posted in the schedule.

The exercise numbers refer to exercises in the updated 3rd edition of Stock and Watson. Note that these exercises differ from the exercises in the old 3rd edition of Stock and Watson.

There is a typo in exercise 2.3; J²_w , J²_v and J²_wv should be Var(W), Var(V) and Cov(W,V).

The data sets for the empirical exercises can be found on the following website:

https://wps.pearsoned.com/aw_stock_ie_3/178/45691/11696965.cw/index.html