Objective: The primary goal is to conduct a comprehensive study using time series econometrics. You have the flexibility to choose between two distinct paths:
Replication Study: Replicate an existing paper in the field. This involves closely following the methodology and analysis of a selected study to verify its findings and understand the robustness of its conclusions.
Methodological Extension: Alternatively, you can opt to add to an existing paper by applying a different time series method.
Main Topics
Maximum Likelihood Estimation
Autocorrelation
Univariate Time-Series Models
Forecasting
High-Frequency Data and Financial Time-Series Models
Spurious Regressions and Filtering Techniques
Unit Roots and Cointegration
Multivariate Time-Series Models
Binary Choice Models
only need the analysis
Requirements: rmd file
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