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Lecture Advanced Time Series Analysis, 27. Lesson
Grammig, Joachim (2020)
Grammig J. "Lecture Advanced Time Series Analysis, 27. Lesson.", timms video, Universität Tübingen (2020): https://timms.uni-tuebingen.de:443/tp/UT_20201218_001_ws2021atsa_0001. Accessed 16 Apr 2021.
Grammig, J. (2020). Lecture Advanced Time Series Analysis, 27. Lesson. timms video: Universität Tübingen. Retrieved April 16, 2021 from the World Wide Web https://timms.uni-tuebingen.de:443/tp/UT_20201218_001_ws2021atsa_0001
Grammig, J. (2020). Lecture Advanced Time Series Analysis, 27. Lesson [Online video]. 18 December. Available at: https://timms.uni-tuebingen.de:443/tp/UT_20201218_001_ws2021atsa_0001 (Accessed: 16 April 2021).
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title: Lecture Advanced Time Series Analysis, 27. Lesson
alt. title:
creator: Grammig, Joachim (author)
subjects: Wirtschaftswissenschaft, Advanced Time Series Analysis, Lecture
description: Vorlesung im WiSe 2020-2021; Freitag, 18. Dezember 2020
abstract: Students master state-of-the-art time series econometrics, both univariate and multivariate. They apply time series methods with awareness of their potential and limitations in macroeconomics and finance. They command an econometric programming language independently and productively to perform empirical analyses involving time series data. They present and discuss their results of the application of time series methods in a scientific fashion. The module deals with a rigorous treatment of state-of-the art univariate and multivariate time series methods used in economics and finance. This includes: 1. Autoregressive moving average models 2. Forecasting 3. Regression analysis with stationary and non-stationary time series 4. Unit root tests 5. Structural vector-autoregressive models and cointegration 6. Equilibrium correction and Johansen methodology 7. Amplification of time series methods in macroeconomics and finance using econometric software 8. Conditional heteroskedasticity in financial time series
publisher: ZDV Universität Tübingen
contributor: ZDV Universität Tübingen (producer)
creation date: 2020-12-18
dc type: image
localtype: video
identifier: UT_20201218_001_ws2021atsa_0001
language: eng
rights: Url: https://timmsstatic.uni-tuebingen.de/jtimms/TimmsDisclaimer.html?637542008458242445