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		Lecture notes

	DYNAMIC FACTOR MODELS (click on the title to download) WARNING! The notes are incomplete and might contain mistakes.
	Lecture notes       this version   Jan 2020 Slides       this version   Mar 2024 Review papers - Quasi maximum likelihood estimation of high-dimensional factor models: a critical review, M. Barigozzi, arXiv, 2023. - Dynamic factor models: a genealogy, M. Barigozzi, M. Hallin, arXiv, 2023. Taught at: LSE, IHS Vienna, Alicante, Chinese University of Hong Kong, Sant'Anna Pisa, Klagenfurt, Bologna, CREST Paris.

	TIME SERIES (click on the title to download) WARNING! The notes are incomplete and might contain mistakes.
	Handwritten notes - Part 1 - Univariate time series Handwritten notes - Part 2 - Multivariate time series Handwritten notes - Part 3 - Estimation Handwritten notes - Part 4 - Unit roots Handwritten notes - Part 5 - Structural VAR Handwritten notes - Part 6 - State space models this version   Feb 2024 Taught at: LSE, Bocconi, Sant'Anna Pisa, Bologna.

	GARCH (click on the title to download) WARNING! The notes are incomplete and might contain mistakes.
	Slides       this version   Jul 2014 Taught at: SIdE.