All materials are freely available for your use, but please note that they are preliminary and
evolving. All are licensed under the Creative Commons
Attribution-NonCommercial-NoDerivatives 4.0 International License. (Briefly: I
retain copyright, but you can use, copy and distribute non-commercially, so
long as you give me attribution and do not modify. To view a copy of the
license, visit http://creativecommons.org/licenses/by-nc-nd/4.0/.)
I ask that you please cite the books whenever appropriate, as: "Diebold,
F.X. (year here in parentheses), Book Title
Here in Capitalized Italics, Department of Economics, University of
Pennsylvania, http://www.ssc.upenn.edu/~fdiebold/Textbooks.html."
Econometric
Data Science: book
- slides - data and code - course
site
Forecasting in Economics, Business, Finance
and Beyond: book - slides - data and code - course
site
I have retired Elements of Forecasting
following the fourth edition, but you can still use it:
Elements of Forecasting:
book photocopy - book manuscript - slides - data and code - "solutions" to problems