Bocconi Home

SONIA PETRONE

Teaching

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



  • 20236 - TIME SERIES ANALYSIS OF ECONOMIC-FINANCIAL DATA
    A.Y. 2010/2011  A.Y. 2011/2012  A.Y. 2012/2013  A.Y. 2013/2014  A.Y. 2014/2015  A.Y. 2015/2016  A.Y. 2016/2017  A.Y. 2017/2018  - Classes: 31


    [reserved file published on yoU@B student Diary]

  • 8221 - TIME SERIES ANALYSIS OF ECONOMIC-FINANCIAL DATA
    A.Y. 2005/2006  A.Y. 2006/2007  A.Y. 2007/2008  A.Y. 2008/2009  A.Y. 2009/2010  - Classes: 31


    [reserved file published on yoU@B student Diary]



In this section