Time Series Econometrics
A.Y. 2024/2025
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 quations; Vector autoregression (VAR) models, Impulse response functions, Variance decompositions, Structural VAR models; Cointegration, Vector error correction models.
Undefined
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]