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Re:Anna Mikusheva refines time-series econometrics tools to ... by grayclhn on Sunday August 16, 2015 @05:13PM (#10070285)
The lecture notes for Mikusheva's graduate time series class are available through OCW: http://ocw.mit.edu/courses/economics/14-384-time-series-anal...

The math behind her research is a bit daunting...the course notes aren't trivial, but there's more intuition presented there than if you try to dive into her publications.

addendum: just to add ---- the course notes give a pretty good picture of the background knowledge necessary to be a time-series econometrician. If you're interested in the subject, check them out.

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