This course deals with time series econometric methods that are mainly applied to the fields of macroeconomics and finance. The lecture and the tutorials will be held in English. Foundations in mathematics and statistics are essential. Models of univariate stationary and non- stationary processes will be presented. Students learn methods and tools for analyzing time series and apply them in computer tutorials to recent, real world data.
- Kursleiter:in: Cosima Obst
- Kursleiter:in: Till