Time Series Econometrics
A.Y. 2023/2024
Course offered to students on the PhD programme in
Visit the PhD website for the course schedule and other information
Lead instructor: Fabrizio Iacone
The aim of the course is to teach students time-series analysis used in advanced economic research. Competence is developed regarding stationary and non-stationary multivariate models with special attention to: dynamic simultaneous equations; Vector autoregression (VAR) models, Impulse response functions, Variance decompositions, Structural VAR models; Cointegration, Vector error correction models.
Knowledge of Statistics and Mathematical analysis (linear algebra).
For first year students - Mandatory for Economics PhD students.
Maximum number of participants: 20
For first year students - Mandatory for Economics PhD students.
Maximum number of participants: 20
Assessment methods
Esame
Assessment result
voto verbalizzato in trentesimi
How to enrol
Deadlines
The course enrolment deadline is usually the 27th day of the month prior to the start date.
How to enrol
- Access enrolment on PhD courses online service using your University login details
- Select the desired programme and click on Registration (Iscrizione) and then on Register (Iscriviti)
Ignore the option "Exam session date” that appears during the enrolment procedure.
Contacts
For help please contact [email protected]
Professor(s)
Reception:
Thursday, 11AM to 1PM. Please email me to arrange an appointment
Stanza 4 (Second floor)