METHODS AND STATISTICAL MODELS FOR HISTORICAL SERIES AND PANEL DATA Single channel
Chair (Coordinator) and Rapporteur: ALESSANDRO POLLI
Lecturers
Objectives
The training objective of the course is the presentation of the main theoretical results and tools for the analysis of economic time series, aimed at identifying the generating process of the observed series and forecasting.
At the end of the course, the student will have adequate knowledge of the main methodologies for the analysis of time series, both from a theoretical point of view and from the point of view of their practical application, with special reference to VAR and cointegration models and to the relevant tests
In particular, the student will achieve a good mastery of the research method and techniques currently adopted for the analysis of economic time series, as well as the related practical and operational skills relating to the measurement, detection and processing of data, improving his ability to operationally analyze macroeconomic quantities.
Finally, the student will be able to apply the knowledge obtained in concrete working contexts, both to deal with problem solving situations and to formulate predictions in various application areas.
- Academic year2026/2027
- Degree program to which the course belongsEconomics and policies for global sustainability
- Lesson code10606765
- Year and semester2nd year - 2nd semester
- Activity typeAttività formative affini ed integrative
- Academic areaAttività formative affini o integrative
- SSDSECS-S/03
- Mandatory presenceNo
- Languageita
- CFU6 CFU
- Total duration48 hours
- Hours distribution48 classroom hours