Chapter 2: 6, 7, 9, 10, 14, 17, 18; [Solutions]
Chapter 3: 1-5, 8, 9, 12; [Solutions]
Chapter 4: 1, 2, 3, 5, E4.1, E4.2, E4.3; [Solutions]
Chapter 5: 1, 2, 3, 5, 7, 8, E5.1, E5.3; [Solutions]
Chapter 6: 1-5, E6.1, E6.2, E6.3; [Solutions]
Chapter 7: 1-5, 7, 8 (excluding c), 9, E7.1-7.4; [Solutions]
Chapter 14: 1, 2 (excluding d), 3, 4, 7, E14.1, E14.2, E14.3, E14.5 (excluding c), E14.6, E14.7; [Solutions]
Additional Homework 1 : Use BIC and AIC to determine the optimal ADL(p, q) model.
Additional Homework 2 : Use the pseudo out of sample forecasting to estimate the RMSFE of the ADL(2, 2) model.
Project 1: [description]
Project 2: [description] [data]
Project 3: [description] [data]