26 January 2024

Miroslav Verbič is teaching the doctoral course Applied Time Series Analysis and Forecasting in Stata and R from 12 to 16 February 2024 at the Ljubljana Doctoral Winter School. The topics of the course are the following:

1. Properties of time series (models)
2. ARMA (Box-Jenkins) analysis
3. Vector autoregression analysis
4. Modelling long–run relationships
5. Modelling volatility

The course is taught in English and is composed of 25 hours of lectures with integrated computer exercises using Stata and R/RStudio econometric software. More about this in the section Courses and at the doctoral winter school website.


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