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