Forecasting in Economics, Business and Government
Professor Francis X. Diebold
This course provides a comprehensive introduction to econometric modeling and forecasting in the
context of a modern and powerful econometric computing environment.
Prerequisites: Statistics and econometrics
Grading will be based on four substantial problem sets, which must be done alone. Problem sets are due at the start of class on the assigned day; LATE PROBLEM SETS ARE NOT ACCEPTIBLE. Class attendance is mandatory and is key to good performance.
Required text: Diebold, F.X., Elements of Forecasting (fourth edition)
Syllabus: The syllabus is the table of contents of the text.
Software: R or EViews. R is public domain and Eviews is installed in the Undergraduate Data Analysis Lab in the McNeil building.
Professor Diebold's office hours (held in McNeil 519) are listed at http://www.ssc.upenn.edu/~fdiebold/OfficeHours.htm (Read the instructions carefully.)
Teaching assistant's office hours, announcements, additional course materials, etc.: See BlackBoard.
Important Dates:
Warm-up,
Problem set 1,
Problem set 2,
Problem set 3,
Problem set 4,
Important Resources:
Lecture Slides (mostly complete, but not completely complete)
Please note that modifications and adjustments to everything on this page are inevitable and may be implemented at any time. Check frequently for updates.