2. Applied Macroeconometrics (Master's program, CEMFI) 

Course instructor: Dr. Fabio Canova
Teaching assistant for Spring 2024, Spring 2023

1. Lecture 1 - Fundamentals and basic operations
2. Lecture 3 - Processes (WN, AR, ARMA), ACV gen functions, Invertibility
3. Lecture 4- Estimation, Inference, Tests, Practical application
4. Lecture 16 - Burns & Mitchell, Spectral methods
5. Lecture 23 - State space form, Kalman filter, EM algorithm