403045 VU Econometrics and Statistics: Econometrics - Time Series Analysis

summer semester 2019 | Last update: 25.03.2019 Place course on memo list
403045
VU Econometrics and Statistics: Econometrics - Time Series Analysis
VU 3
7,5
weekly
annually
English
Detailed knowledge of methods for the analysis and modeling of time series data, especially from economics and finance. Ability to independently work out statistical problems based on use-oriented questions, using statistical software, and communicating the results.
Stochastic processes, smoothing methods, ARIMA models, stationarity, unit roots and cointegration, GARCH models, time series regression and structural change

Presentation of lecture slides by lecturer, discussion of case studies. Preparation and presentation of exercises and case studies by participants, discussion.

Exercises, practical case studies, oral presentations and oral exam.

Primary reference: Cryer JD, Chan KS (2008). Time Series Analysis ¬ With Applications in R, 2nd ed. New York: Springer-Verlag.

not applicable
see dates
Group 0
Date Time Location
Thu 2019-03-07
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-03-14
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-03-21
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-03-28
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-04-04
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-04-11
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-05-02
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-05-09
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-05-16
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-05-23
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-06-06
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-06-13
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free
Thu 2019-06-27
13.00 - 16.45 SR 7 (Sowi) SR 7 (Sowi) Barrier-free