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		Lecture notes WARNING! They might be incomplete and contain mistakes.

	DYNAMIC FACTOR MODELS (click on the title to download)
	Lecture notes       this version   Jan 2020 Slides       this version   Oct 2024 Review papers - Quasi maximum likelihood estimation of high-dimensional factor models: a critical review, M. Barigozzi, arXiv, 2023. - Dynamic factor models: a genealogy, M. Barigozzi, M. Hallin, arXiv, 2023. Taught at: LSE, IHS Vienna, Alicante, Chinese University of Hong Kong, Sant'Anna Pisa, Klagenfurt, Bologna, CREST Paris.

	TIME SERIES (click on the title to download)
	Handwritten notes - Part 1 - Univariate time series Handwritten notes - Part 2 - Multivariate time series Handwritten notes - Part 3 - Estimation Handwritten notes - Part 4 - Unit roots Handwritten notes - Part 5 - Structural VAR Handwritten notes - Part 6 - State space models this version   Feb 2024 Taught at: LSE, Bocconi, Sant'Anna Pisa, Bologna.

	PROBABILITY AND INFERENCE (click on the title to download)
	Lecture notes       this version   Jan 2019 Taught at: LSE.

	GARCH (click on the title to download)
	Slides       this version   Jul 2014 Taught at: SIdE.