Time Series Analysis

A.Y. 2018/2019
6
Max ECTS
40
Overall hours
SSD
SECS-P/05
Language
English
Learning objectives
The aim of the course is to teach students the main econometric tools generally used in the empirical analysis. We will mainly focus on the time series econometrics, with particular attention to the recent developments in the analysis of non stationary data from one side, and on financial time series on the other side.
Expected learning outcomes
Undefined
Single course

This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.

Course syllabus and organization

Single session

Lesson period
First trimester
SECS-P/05 - ECONOMETRICS - University credits: 6
Lessons: 40 hours
Professor: Bacchiocchi Emanuele