Lecturer | Prof. Dr. J. Grammig |
Profiles | First year Master |
Prerequisites | Bachelor level exposure to Econometrics/Time Series Analysis |
Language | English |
Time and Place | Tuesday 10-12 a.m. |
Exam | written exam |
Credit Points | 7.5 ECTS |
Course Ref. No. | S411 |
Literature
Hamilton J.: Time Series Analysis, Princeton University Press, 1994
Practical class
Practical exercises for material covered in lecture "Advanced Time Series".
Dipl.-Volkswirtin Kerstin Kehrle
Date: Tuesday, 12.00 - 14.00 p.m., PC-Labor, Nauklerstr. 47
The first practical class will be a GAUSS introduction on the 21.10.2008.
Questions for Review
The latest Questions for Review can be downloaded here: (pdf) (updated: 2.02.2009)
Course material
15.10.2008 | Lecture introduction slides: (pdf) Practical class introduction slides: (pdf) Gauss program of the lecture: (prg) | |
21.10.2008 | Gauss Tutorial (pdf) English-German Dictionary for introductory class (xls) 25 Easy pieces in MathStat (pdf) | |
21.10.2008 | introduction gauss program (prg) | |
03.11.2008 | First assignment can be downloaded here(pdf) | |
10.11.2008 | Second assignment can be downloaded here(pdf) Slides for practical class 11.11.08 (pdf) Help for the first assignment (txt) Help for the second assignment (txt) Three dimensional plots 1 with GAUSS (prg) Gauss grading (pdf) If you decide to hand in 2nd assignment sheet of 11.11.2008, you have to hand it in no later than 12:00 am on Tuesday, 18.11.2008. | |
11.11.2008 | Three dimensional plots for the second assignment with GAUSS (prg) | |
12.11.2008 | expected ATS schedule (pdf) | |
17.11.2008 | Third assignment can be downloaded here(pdf) Slides for practical class 17.11.08 (updated) (pdf) | |
18.11.2008 | Announcement: Today's Advanced Time Series Lecture had to be cancelled Next week's Advanced Time Series Exercise has to be cancelled. | |
02.12.2008 | Fourth assignment can be downloaded here(pdf) | |
09.12.2008 | Fifth assignment can be downloaded here(pdf) data can be downloaded here (txt) | |
15.12.2008 | Sixth assignment can be downloaded here(pdf) data can be downloaded here (fmt) | |
We wish all students a merry Christmas and good health and success in the coming year. Grades for the assignments before Christmas break: (pdf) | ||
12.01.2009 | Assignments update (pdf) | |
15.01.2009 | expected ATS schedule (pdf) | |
19.01.2009 | Seventh assignment can be downloaded here(pdf) data can be downloaded here (txt) var source can be downloaded here (src) | |
26.01.2009 | Eighth assignment can be downloaded here(pdf) | |
02.02.2009 | Ninth assignment can be downloaded here (data.fmt) (pdf) | |
09.02.2009 | Tenth assignment can be downloaded here (pdf) (ciy.txt) (x1.fmt) (x2.fmt) | |
19.02.2009 | Grades for assignments (pdf) | |