Time Series Econometrics
Course Description
The goal is to familiarize students with the fundamentals of time series analysis. They learn the basic time series models and are able to estimate them, interpret estimation results and apply them for forecasting. They critically examine the methods they have learned.
Requirements
- Basic education in statistics and mathematics from the Bachelor program is required.
- Basic knowledge of econometrics is recommended, but not necessarily required.
Organisation
- Credit Points: 6
- Semester: Summersemester (the class will probably not take place in the upcoming summersemester)
- Scope: Lecture: 2 SH, Tutorial: 2 SH
- Course Language: English
- Exam: Depending on the number of participants, either written (120 min.) or oral exam (20 min.) at the end of the semester. The type of examination will be communicated at the beginning of the semester.
- Additional Offer: Opportunity to gain bonus points to improve the final grade (in terms of an optional semester performance)