Mathematical, Econometric and Statistical Methods and Models

Field of study: Economic Theory
Description: This area of research opens opportunities to develop studies of univariate and multivariate time series models with different emphases, both parametric and non-parametric, in discrete and continuous processes. It can also address properties such as short and long memory, stationary and non-stationary processes (unit root), seasonal series, volatility, heteroscedastic models, outliers (robustness), regression with time series (generalized additive models), resampling techniques, periodic processes, space-temporal models, multivariate techniques in time series with different memory structures (principal component analysis and factor analysis, for example, among others). These research tracks have become, sources of interfaces between statistics, econometrics, finance and computing. The growing interest in these areas is also reflected in the countless national and international scientific events related to the theoretical and applied area of econometrics and computational methods.

Abbreviation Titlesort descending Starting date Deadline (months)
PVCSTOCK 01/08/2016 36
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