Time series econometrics and forecasting constitute a dynamic research area that combines sophisticated statistical methodologies with economic theory to model, interpret and predict economic and ...

Statistics is all about getting data and analysing it and using it to answer questions about the world be that in terms of Economics, Finance or public opinions. The applications are numerous The LSE ...

The paper introduces “system priors”, their use in Bayesian analysis of econometric time series, and provides a simple and illustrative application. System priors were devised by Andrle and Benes ...

This course introduces students to advanced methods used in econometrics and forecasting. Topics include time-series analysis; testing and model selection; simultaneous equations; nonstationarity; ...

An introduction to the analysis of time series using economic data. The course will cover stationary and non-stationary times series and concentrate on the modelling of times series - including model ...

An introduction to the analysis of time series using economic data. The course will cover stationary and non-stationary times series and concentrate on the modelling of times series - including model ...

This course, presented by the Institute for Capacity Development, gives government officials a rigorous foundation estimating of macro-econometric models and their application for nowcasting, ...