**POLS 8500, Spring 2012**

Time: W 6:50-9:50

Location: Baldwin 305

Instructor: Jamie Monogan

Time: W 6:50-9:50

Location: Baldwin 305

Instructor: Jamie Monogan

Course Syllabus

**Office Hours, Baldwin 413:**

- Wednesday 2:00-5:00
- or by appointment

**Lecture Notes**

*Please note: Unless the date on the title frame is current, I still may revise slides before class.*

- Jan 18: Estimator properties and approaches to time series
- Jan 25: ARIMA Models
- Feb 1: Forecasting and Seasonality
- Feb 8: Intervention Analysis
- Bush approval example in R
- Bush approval example in Stata
- Bush approval data for example
- Matt Bogard's blog entries on intervention analysis and estimation with R vs. SAS.

- Feb 15: Transfer Functions
- R code exploring the 'ccf' function
- R code for right track example from class and (time permitting) Monte Carlo on Koyck model
- Example Stata code on transfer functions
- Right track data
- Data on tourism and terrorism in Italy & Greece (This is Enders's data reformatted in CSV. The original is posted on Enders's website.)

- Feb 22: Heteroscedasticity in Time Series
- Feb 29: OLS under Autocorrelation & GLS Models
- Mar 7: Regression Models for Dynamic Causation
- Mar 21: Panel Data
- Reading: James Monogan. 2011. "Panel Data Analysis."
- Example panel models in R
- Example panel models in Stata
- Example data
- Homework data

- Mar 28: Event Duration Models
- Apr 4: Granger Causality
- Apr 11: Time Series Count Models
- Apr 18: Vector Autoregression
- Example Vector Autoregression Model in R
- Example Vector Autoregression Model in Stata
- Example Sims-Zha Model
- U.S. quarterly economic data (This is Enders's data reformatted in CSV and omitting the time index. The original is posted on Enders's website.)

- Apr 25: Error Correction Models
- May 2: Review Session, 4:00-6:00, Baldwin 305
- May 7: Final Exam, 7:00-10:00, Baldwin 305
- May 8: Term Papers Due, 5:00