- 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
- ARIMA
- GARCH
- VAR
- VEC
- Introduction to macroeconometric model building
- Forecasting and simulations
- Computer/practical exercises
Course Features
- Lecture 0
- Quiz 0
- Duration 10 weeks
- Skill level All levels
- Language English
- Students 0
- Assessments Yes
