1. Stationary Univariate Models
a. Difference equation
b. Wold's decomposition
c. ARMA models
d. Box-Jenkins methodology
e. Model Selection
f. Forecasting
2. Non-stationary univariate models
a. Trend/cyclical decomposition
b. Deterministic and stochastic trend models
c. Unit root tests
d. Stationarity tests
3. Structural change and non-linear models
a. Test for structural change with unknown change point
b. Estimation of linear models with structural change
c. Regime switching models
4. Stationary multivariate models
a. Dynamic simulteneous equation models
b. Vector Auto Regression (VAR)
c. Granger causality
d. Impulse response function
5. Non-stationary multivariate models
a. Spurious regression
b. Co-integration
c. Vector Error Correction (VECM) model
6. Time series model of heteroskedasticity
a. ARCH, GARCH models
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