- Advanced treatment of time series econometrics
- Testing for stationarity
- Accounting for structural breaks in the data
- Cointegration and the estimation of error correction models
- ARDL models
- Structural VAR models
- ARIMA models
- GARCH models
- Forecasting with ARIMA, GARCH, VAR, and VEC models
- Introduction to macroeconometric model building
- Forecasting and simulations
- Computer/practical exercises
Course Features
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Lecture
0
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Quiz
0
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Duration
10 weeks
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Skill level
All levels
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Language
English
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Students
0
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Assessments
Yes
There are no items in the curriculum yet.