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Archived Curricula Guide 2010–2011
Curricula Guide is archieved. Please refer to current Curricula Guides
TILTS7 Time Series Econometrics 4 ECTS
Organised by
Statistics
Preceding studies
Recommended:

General description

The course introduces to modern econometric, especially financial, time series concepts and models.

Learning outcomes

The students are, by way of exercises, taught to build time series models independently.

Contents

Recapitulation of the basic concepts, heteroscedastic models, unit roots, cointegration and error correction, VAR models.

Teaching language

Finnish

Modes of study

Evaluation

Numeric 1-5.

Study materials

Enders, W., Applied economic time series. Wiley, 1995.

Belongs to following study modules

Department of Mathematics and Statistics
Advanced Studies in Statistics (Statistics)
2010–2011
Teaching
Archived Teaching Schedule. Please refer to current Teaching Shedule.
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Department of Mathematics and Statistics