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.

Deadline Term paper
Deadline for the Term paper is June 3rd at 5 PM. The submission will be electronic only and made on Mondo. After the deadline no submission will be possible until the retake in the early fall.

Lecturer and Examiner:

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

Teacher's Assistants:
Ricardo Lima, Office hours: by agreement, room A457, phone: 08 - 16 37 35,

Monir Bounadi, Office hours: by agreement, room A409,

Veronika Wallinder. 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:
Wooldridge, Jeffery M. Introductory Econometrics. A Modern Approach. International Edition. South Western College. Latest edition.

Exam information