30 January 2025

Miroslav Verbič is teaching the doctoral course Applied Time Series Analysis and Forecasting in Stata and R from 10 to 14 February 2025 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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