Objective: The primary goal is to conduct a comprehensive study using time series econometrics. You have the flexibility to choose between two distinct paths:

Replication Study: Replicate an existing paper in the field. This involves closely following the methodology and analysis of a selected study to verify its findings and understand the robustness of its conclusions.

Methodological Extension: Alternatively, you can opt to add to an existing paper by applying a different time series method.

Main Topics

Maximum Likelihood Estimation

Autocorrelation

Univariate Time-Series Models

Forecasting

High-Frequency Data and Financial Time-Series Models

Spurious Regressions and Filtering Techniques

Unit Roots and Cointegration

Multivariate Time-Series Models

Binary Choice Models

only need the analysis

Requirements: rmd file