S411 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. Tuesday 8-10 a.m., c.t. |
Exam | written exam and assignments |
Credit Points | 7.5 ECTS 7LP |
Literature
Hamilton J.: Time Series Analysis, Princeton University Press, 1994