3 UNIVERSITY OF ECONOMICS HO CHI MINH CITY SCHOOL OF ECONOMICS NOTES ON TIME SERIES AND PANEL TIME SERIES ECONOMETRICS FOR JUNIOR RESEARCHERS USING STATA Author Phùng Thanh Bình (ptbinhueh edu vn) 2020 i PREFACE In 2009, I had a chance to give a series of lectures on time series econometrics for Vietnam – The Netherlands Programme (VNP) for M S in Applied Economics Those days, time series econometrics had rarely been recognized as a separate course in economics curriculum of the Vietnamese univ.