Home       Contacts       Working papers       Publications       Codes

Lecture notes



NOTES WRITTEN FOR SOME COURSES I TAUGHT
(click on the title to download)
WARNING!
They are incomplete and might contain mistakes


Dynamic factor models
LSE Summer School, London Taught Course Centre, Vienna, Alicante, Hong Kong, Pisa
lecture notes       this version   currently unavailable try later

GARCH models
CIDE Summer School, Bertinoro
slides       this version   Jul 2014

Time series
Pisa
lecture notes       this version   currently unavailable try later