Login
Student authentication

Is it the first time you are entering this system?
Use the following link to activate your id and create your password.
»  Create / Recover Password

Teaching material

Dynamic Regression - Slides

» ARDL models
data inserimento: 2018-05-02 11:22:31
» Further topics on regression with many predictors
data inserimento: 2018-05-01 23:39:31
» Introduction to bootstrap
data inserimento: 2018-05-13 22:54:59
» Macroeconomic forecasting
data inserimento: 2018-05-15 14:29:47
» Regression with many predictors
data inserimento: 2017-08-08 13:09:23

Introduction to state space modelling - Assessment

» Exam Preparation
data inserimento: 2014-11-17 16:29:13

Introduction to state space modelling - Assignments

» Exercises and extensions I
data inserimento: 2014-11-17 16:29:38
» Exercises and extensions II
data inserimento: 2014-11-17 16:30:01
» Group Assignment (valid 40 points out of 100)
data inserimento: 2014-11-17 16:30:15

Introduction to state space modelling - Exam Papers

» Exam 2009
data inserimento: 2014-11-17 16:30:41
» Exam paper 2008
data inserimento: 2014-11-17 16:31:21

Introduction to state space modelling - Readings

» Forecasting with Structural Time Series Models
data inserimento: 2014-11-17 16:31:44
» MLE for SSMs The KF and Beyond
data inserimento: 2014-11-17 16:33:17
» Postwar U.S. Business Cycles An Empirical Investigation
data inserimento: 2014-11-17 16:32:27

Introduction to state space modelling - Slides

» Introduction
data inserimento: 2014-11-17 16:33:39
» Markov Switching Models
data inserimento: 2014-11-17 16:35:26
» Statistical Treatment
data inserimento: 2014-11-17 16:34:37
» Structural Time Series Models
data inserimento: 2014-11-17 16:34:06
» The Augmented Kalman Filter
data inserimento: 2014-11-17 16:35:05

Introduction to state space modelling - Tutorials

» Lab Tutorial files (Matlab) 1
data inserimento: 2014-11-17 16:35:43
» Lab Tutorial files (Matlab) 2
data inserimento: 2014-11-17 16:36:00
» Lab Tutorial files (Matlab) 3
data inserimento: 2014-11-17 16:36:34
» Lab Tutorial files (Matlab) 4
data inserimento: 2014-11-17 16:36:47