Econometrics 3b: Time Series Data
Course within the Masterprogramme in Economics.
This course introduces students to the basic knowledge and tools needed for the statistical analysis of time series data. The course is a mixture of lectures and exercises in the computer lab together with the instructor, with a strong emphasis on learning by doing. After completing this course, students should be able to continue studying time series analysis at the level of a second-year graduate course or begin working with analysis of time series data for a company or government agency.
This is a 7.5 credit course.
Course material will be available through the learning platform Athena during the course.
Instruction will be in the form of lectures and hands-on exercises in the computer lab. The course will be inEnglish.
The examination consists of:
- Three assignments carried out in groups of two,
- compulsory pre-seminar at the end of the course, where each student verbally discusses a preliminaryversionof the course essay, and
- individually completed course essay
Examiner and Course director:
Course literatureNote that the course literature can be changed up to two months before the start of the course.
- Stock & Watson, Introduction to Econometrics