This course introduces students to the basic knowledge and tools needed for the statistical analysis of time series data. The course is a mixture of lectures and exercises in the computer lab together with the instructor, with a strong emphasis on learning by doing. After completing this course, students should be able to continue studying time series analysis at the level of a second-year graduate course or begin working with analysis of time series data for a company or government agency.

Lecturer and Examiner:
Sergio de Ferra, Office hours: by agreement, room A714, e-mail:

Teacher's Assistant:
Monir Bounadi, Office hours: by agreement, room A409,

Cecilia von Mentzingen: Office hours: Mon - Thu 12.30-13.30, room A491,
phone: 08-16 31 12, e-mail:

Course information:
Syllabus / Kursplan

Schedule (Please note that changes may occur)

Course Literature:

  • Introductory Econometrics, A Modern Approach. Wooldridge, Jeffery M. International Edition. South Western College. Latest edition.
  • Econometrics Analysis, 7th edition by William H. Greene
  • Applied Econometric Time Series, 4th Edition by Walter Enders


Exam information

NOTE! Compulsory registration in due time for written exams. You sign up for the written exam through