Presented By: Dr George Naufal (Public Policy Research Institute (PPRI), Texas A&M University)
Time series data are nowadays collected for several phenomena in social and empirical sciences. Initially collected at year or quarter level, time series data are now used by marketing analytics, financial technology, and other fields in which data are collected at much smaller intervals (daily, hourly and even by the minute). This course focuses on the fundamental concepts required for the analysis, modelling and forecasting of time series data and provides an introduction to the theoretical foundation of time series models alongside a practical guide to the use of time series analysis techniques implemented in Stata 16. The course is based on the textbook by S. Boffelli and G. Urga (2016), Financial Econometrics Using Stata, Stata Press Publication.