- Testing normality and linear form: LR, LM and W tests (criteria of likelihood ratio, Wald and Lagrange multiplier)
- Tests for selecting between linear and logarithmic forms (Box-Cox, Bera-McAleer, McKinnon-White- Davidson)
- Autoregressive Conditional Heteroskedasticity model (testing for ARCH, GARCH model)
- Testing the stability of coefficients (criterion Hansen, CUSUM, CUSUMSQ)
- Regression on dummy dependent variables (the LPM, Logit and Probit models)
- Autoregressive and distributed-lag models: Models with infinite number of lags (Koyck, Solow). Models with finite number of lags: The Almon approach to distributed lag models (the Almon or polynomial distributed lag). Empirical distributed lag models (adaptive expectations model, the stock adjustment, or partial adjustment model, combination of adaptive expectations and partial adjustment models)
- Simultaneous-Equation models: The nature of the models, the identification problem (just or exact identified or over-identified equations).
- Simultaneous equation methods (recursive models and OLS, Indirect least squares, two-stage least squares)
- Causality in Economics: the Granger test
- Times series econometrics: Main components of time series. Unit roots, spurious regression, testing for stationarity (Dickey-Fuller, Augmented Dickey-Fuller, Phillips-Peron tests), testing for cointegration (Engle-Granger, cointegrating Regression Durbin Watson). Error correction model and cointegration.