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About Adv Time Series
This document outlines the course information, objectives, schedule, and requirements for an advanced time series and financial econometrics course. The course will introduce students to time series modeling and applications in economics and finance. Topics include univariate and multivariate time series models, non-stationarity, unit roots, structural breaks, decomposition methods, and vector autoregression. Assessment includes assignments, projects, and exams. The goal is for students to understand time series concepts and be able to estimate and interpret various econometric models for policy analysis and forecasting. Prerequisites include prior coursework in econometrics.
Detailed Information
| Author: | ['J.'] |
|---|---|
| Publication Year: | 2019 |
| Pages: | 7 |
| Language: | English |
| Format: | |
| Price: | FREE |
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