Econometrics, Statistics and Empirical Economics

S411 Advanced Time Series in Economics and Finance

LecturerProf. Dr. J. Grammig
ProfilesFirst year Master
PrerequisitesBachelor level exposure to Econometrics/Time Series Analysis
LanguageEnglish
Time and Place Monday 4-6 p.m., c.t.
Tuesday 8-10 a.m., c.t.
Examwritten exam and assignments
Credit Points7.5 ECTS
7LP

Literature

Hamilton J.: Time Series Analysis, Princeton University Press, 1994