Archived site for a graduate-level course that ran in Autumn 2013, with reading lists and detailed PDF notes from 26 lectures. The main text used is James D. Hamilton's "Time Series Analysis" and the top-level sections of the course are: Stationary Time Series, Multivariate Stationary Analysis, Univariate Non-Stationary Processes, Multivariate Non-Stationary, GMM and Related Issues, Likelihood Methods, and Bayesian Methods.
