Дополнительная литература о бизнес-цикле и временных рядах

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http://www.columbia.edu/~mu2166/book/empirics/slides_empirics.pdf

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курс по временным рядам: https://online.stat.psu.edu/stat510/

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Макроэконометрика в R: https://github.com/hegerty/ECON343

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https://python-advanced.quantecon.org/arma.html

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https://vk.com/wall-49053453_10221?ysclid=l7mb5p5wk8887384011

Ruey S. Tsay
Analysis of Financial Time Series, Third Edition (Wiley Series in Probability and Statistics) 2010

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https://web.stat.tamu.edu/~suhasini/teaching673/time_series.pdf - A course in time series analysis. (возможно требуется прокси)

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Hamilton: http://mayoral.iae-csic.org/timeseries2021/hamilton.pdf

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https://www.ssc.wisc.edu/~bhansen/crete/

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http://mayoral.iae-csic.org/timeseries2021/timeseries_2021.htm

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Возможно мы обновим https://trics.me/textbook/econometrics.html#time-series в виде https://trics.me/time-series

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Цикл лекций Г.Г. Канторовича

https://ej.hse.ru/2002-6-1/26549758.html

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3 hr session discussing timeseries analysis SciPy 2016 https://news.ycombinator.com/item?id=20255003

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https://www.youtube.com/watch?v=DC7qpqg4JHs

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Jordan Kern (modelling natural-human systems):

• Lecture 13 https://www.youtube.com/watch?v=Prpu_U5tKkE
• Lecture 15 https://youtu.be/s3XH7fTHMb4

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Trends and random walks in macroeconmic time series: Some evidence and implications (Nelson-plosser)

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https://www.sas.upenn.edu/~fdiebold/Teaching706/TimeSeriesEconometrics.pdf