MSc Time Series Econometrics 2026

My seminar notes and slides for Time Series Econometrics 2026, MSc Economics. I teach the non-stationary time series half of the course.

Last updated: 03-10-26

My Slides / Handouts

  • [L1 - Lecture 1 – Non-stationarity and Integrated Processes]
  • [L2 - Lecture 2 – Unit Roots]
  • [L3 - Lecture 3 – Conintegration and Sprious Regression]
  • [L4 - Lecture 4 – VAR and VECM]