Welcome to Bugema University - E-Learning Platform.

The course is designed to provide a survey of theories and application of time series methods in econometrics. It covers topics that include univariate stationary and non-stationary models, vector auto regressions, frequency domain methods, models for estimation and inference in persistent time series, and structural breaks. In addition, different methods of estimation and inferences of modern dynamic stochastic general equilibrium models (DSGE): and simulated method of moments, including Maximum likelihood and Bayesian approach are also covered.