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Regular version of the site
Bachelor 2025/2026

Time Series and Panel Data Analysis

Area of studies: Economics
When: 4 year, 1, 2 module
Mode of studies: offline
Open to: students of one campus
Instructors: Sofya Budanova
Language: English
ECTS credits: 4

Course Syllabus

Abstract

Time Series and Panel Data Analysis (intermediate level) is a two-module course designed for fourth year ICEF students. The course is divided into two parts. The first part covers time series theory and methods, while the second part goes over panel data analysis. Students will learn basic theoretical results and how to estimate time series and panel data in practice with the help of computational software. The course is taught in English. Course Pre-requisites: Statistics, Mathematics for Economists, Introduction to Econometrics, Introduction to Economics. You need to be comfortable using matrices.