Graduates Courses

• Curso de Magister en Econometría (Program, Some Materia): El curso consiste en utilizar las herramientas estadísticas en la estimación de modelos económicos para la evacuación y comprensión del comportamiento de los agentes económicos (personas, empresas, gobiernos y países). Se desarrollan los elementos básicos del análisis econométrico tradicional, y se discuten las propiedades de los estimadores y métodos de estimación econométricos comúnmente utilizados en el análisis empírico de datos. Se complementará la discusión teórica con problemas de índole práctico y aplicaciones computacionales en las que se utilizarán datos reales. Para esto, será necesario que los estudiantes aprendan las características básicas de un software estadístico-econométrico. La mayor parte de este trabajo aplicado será realizado en sesiones de laboratorio ocasionales y en tareas de entrega obligatoria.

• Curso de Magister en Econometría de Series Temporales (Program). Asignatura destinada al estudio de los modelos de series de tiempo que permitan representar, simular y predecir procesos económicos y financieros.

Undergraduate Courses (Statistical Engineering)

• Econometrics

• Inference

• Decision Theory

Other Previous Course

• PhD Course in Econometrics (TA) (Program) (2009-2010) (Universidad Carlos III de Madrid). Models with discrete dependent variables and applications of panel data methods in all fields of economics have become increasingly important. This course starts with a brief review of concepts previously carried out in other courses of the program and focuses afterwards mainly on the methodological and empirical issues concerning the analysis of cross section and panel data in the specific context of economic models. Selected topics in time series analysis, especially topics of importance for the panel data analysis of dynamic models, will also be discussed. On satisfactory completion of this course, students will be provided with a number of sophisticated econometric tools which are of use in advanced empirical research or professional work.

• PhD Course in Financial Econometrics (TA) (2008-2010) (Universidad Carlos III de Madrid). The objective of this course is describing the properties of the main econometric models usually implemented to represent the dynamic evolution of financial time series of returns, with especial focus on their ability to represent the empirical properties of real time series and to predict their evolution.

• MatLab Course (Universidad Carlos III de Madrid, 2009). (with Prof. Santiago Pellegrini) MATLAB is a program that was originally developed in FORTRAN as a MATrix LABoratory for solving numerical linear algebra problems. It has since grown into something much bigger, and it is used to implement numerical algorithms for a wide range of applications. The basic language used is very similar to standard linear algebra notation, but MATLAB has advanced to solve nonlinear problems and provide detailed graphics.

• Training course on financial time series using MatLab. Master in Statistics, (Universidad Nacional de Córdoba, Argentina, 2009). (with Prof. Santiago Pellegrini) This course attempts to make a brief survey of a model that is more and more considered to analyze and forecast volatility, called stochastic volatility (SV) model. In particular, we discuss some of its statistical properties and the some estimation methods. We intensively use MATLAB for all the computations.