The lecture notes for Mikusheva's graduate time series class are available through OCW: http://ocw.mit.edu/courses/economics/14-384-time-series-analysis-fall-20

The lecture notes for Mikusheva's graduate time series class are available through OCW: http://ocw.mit.edu/courses/economics/14-384-time-series-analysis-fall-2013/ 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.