| 1 | Basic Concepts and Introduction | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |
| 2 | OLS, GLS, MLE, GMM Estimation Methods | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |
| 3 | Difference Equations, Lag and Difference Operators | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |
| 4 | Stationary Time Series Models with One Variable, Stationarity, AR and MA Models | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |
| 5 | ARIMA Models, Seasonality | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |
| 6 | Box-Jenkins Methods, Corelogram, Autocorrelation and Partial Autocorrelation Fonctions | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |
| 7 | Forecasting Methods | Hamilton, J. Time Series Analysis, 1994. |
| 8 | Non-stationary Time Series | Tsay, R. S., Analysis of Financial Time Series, John Wiley, 2010. |
| 9 | Deterministic and Stochastic Trend Models | Tsay, R. S., Analysis of Financial Time Series, John Wiley, 2010. |
| 10 | Unit Root Tests with Traditional and Structural Breaks | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |
| 11 | Volatility Models with One Variable, such as ARCH, GARCH, MGARCH Models | Franses, P. H. and Dick van Dijk, Non-Linear Time Series Models in Empirical Finance, Cambridge Univ. Press, 2000. |
| 12 | Non-Stationary Models | Franses, P. H. and Dick van Dijk, Non-Linear Time Series Models in Empirical Finance, Cambridge Univ. Press, 2000. |
| 13 | Cointegration Tests with Traditional and Structural Breaks | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |
| 14 | Cointegration Tests with Structural Breaks | Enders, W., Applied Econometric Time Series, John Wiley, 2004. |