Econometrics

QEM Master and PhD in Economics, a.y. 2019-2020

This a.y. classes are given online on Moodle


Instructor: Roberto Casarin

E-mail: r.casarin@unive.it

Office hour: Tuesday, 12.00 a.m.-13.00 a.m. (Online in Google Meet: enrol yourself in Moodle)

Syllabus

1 Stochastic Processes

2 Asymptotic Theory

3 Stationary ARMA processes

4 Spectral Analysis

5 Multivariate Processes

6 Non-stationary Processes

7 State-space Models