Partzsch – An Introduction to Stochastic Processes

• Lecture notes will be made available throughout the course, accompanied by additional materials, data sets, and a list of exercises. These resources will be posted on Virtuale and will support the understanding of course content and…
• Lecture notes made available at the start of the course together with exercises with solutions delivered at the end of each week of lectures. This material will be posted on Virtuale.

Argomenti del programma: The course aims to provide foundational concepts in econometric methodology and analysis, which form the essential framework for the empirical analysis of financial markets and their stylized facts. The content is structured as follows: 1. Moment-conditions based estimation. Least squares and quasi maximum likelihood 2. Large-sample OLS-based inference in linear models with stochastic regressors 3.