Time-Series Econometrics 24

The goal is to familiarize students with the fundamentals of time series analysis. They learn the basic time series models and are able to estimate them, interpret estimation results and apply them for forecasting. They critically examine the methods they have learned.

Contents:

Univariate Time-Series Models
Multivariate Time-Series Models
Modeling Long-Run Relationships
Modeling Volatility and Correlation
Switching and State Space Models