Week 10: Multiple regression and forecasting

What you will learn this week

  • Useful predictors for time series forecasting using regression
  • Selecting predictors
  • Ex ante and ex post forecasting

Pre-class activities

Read Chapter 7 of the textbook and watch all embedded videos

Exercises (on your own or in tutorial)

Complete Exercises 11-17 from Section 9.11 of the book.

Slides for seminar

Download pdf

Assignments