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Advanced Mathematical Methods
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Advanced Time Series Analysis in Economics and Finance
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Faculties
Faculty of Economics and Social Sciences
Subjects
School of Business and Economics
School of Business and Economics
Statistics and Econometrics
Teaching
Advanced Time Series in Economics and Finance
Lecturer
Prof. Dr. J. Grammig
Profiles
First year Master
Prerequisites
Bachelor level exposure to Econometrics/Time Series Analysis
Language
English
Time and Place
Monday 4-6 p.m., c.t., Seminarraum 332, Mohlstr. 36
Tuesday 8-10 a.m., c.t., E03 Mohlstr. 36
Exam
written exam
Credit Points
7.5 ECTS
7LP
Course Ref. No.
S411
Literature
Hamilton J
.: Time Series Analysis, Princeton University Press, 1994