The course will describe techniques for analysing and modelling time series in Finance and Economics. It is suitable for economists and statisticians with a basic background in time series or econometrics and it will also be useful for people  working in other fields such as Geography, Engineering and  Biology.

The course will provide understanding and insight into the methods used, as well as explaining the technical details. Statistical modelling will be demonstrated using the STAMP package http://www.stamp-software.com and participants will be given the opportunity to use the package in class.

This Summer School is organised by the Centre of Globalisation Research at the School of Business and Management, Queen Mary University of London.