The module aims to provide a foundation in time series analysis in general and in the econometric analysis of economic time series in particular, offering theory and methods at a level consonant with an advanced training for a career economist.
- An Introduction to Time Series Analysis for Econometrics and Finance;
- Linear Time Series Models; Seasonal Time Models;
- Estimation and Forecasting;
- Unit Roots and Co-integration;
- ARCH and GARCH Time Series models.