Master in Economics:

* Time Series Analysis for Economic Financial Data - 20236

material for the course:

Petris, G., Petrone, S. and Campagnoli, P.  Dynamic linear models with R. Springer, 2009. 

book webpage, containing the data sets and the R code used in the book. R-package: dlm   

PhD in StatisticS:

* Latent variables models (Mixture models; State space models for time series analysis)

* Bayesian Econometrics

Last change 03/01/2014