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LECTURE NOTES
(they might contain mistakes use them at your own risk)


Dynamic factor models
LSE Methods Summer School, London Taught Course Centre, IHS Vienna, Alicante
lecture notes       this version   Oct 2016

Time series
Sant'Anna School of Advanced Studies, Pisa


GARCH models
CIDE Summer School
slides       this version   Jul 2014

Probability theory
LSE ST202 (for undergraduate)
lecture notes       this version   Dec 2015