25 hours. Topics: linear regression, introduction to heteroskedasticity and endogeneity, testing hypotheses.
You can find the syllabus here.
20 hours. Topics: univariate time series analysis: stochastic processes, autocorrelation, ARMA models, integrated processes, conditional volatility models.
You can find the syllabus here.
R scripts: here for an introduction of programming in R; here for stochastic processes; here for Box-Jenkins methodology (here you can find the dataset); here for GARCH models (here you can find the dataset).
Research assignments: click here for a brief introduction on how to write a good research project and some suggestions on datasets and topics.
Exam: here there is a fac simile of an old exam with the solutions; here another exam without the solutions. Both are very long, consider that the exam will be about half of these...
Topics on electricity markets: slides here.