Next semester I'm teaching undergraduate econometrics for the first time. I'm an applied micro guy so the focus will be on cross-sectional methods, but I will allocate 2-3 weeks to time-series.
The last guy to teach it is a dinosaur so not much point asking him for help. I know I have to teach them about stationarity, serial correlation, autoregressive models, Newey-West, Granger, and maybe a little introduction to VARs.
It's a mandatory course so I can't go overboard on difficulty.
1. What would you more macro-oriented guys want me to teach these kids?
2. Any suggestions for online lecture notes that would be a good guide?