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Instructors: Prof. Dr. rer. pol. Jens Krüger
Event type:
Lecture
Org-unit: Dept. 01 - Law and Economics
Displayed in timetable as:
vu_ZRA
Subject:
Crediting for:
Hours per week:
2
Language of instruction:
German and English
Min. | Max. participants:
- | -
Course Contents:
stationary stochastic processes, Box-Jenkins approach, vector autoregression, unit roots, cointegration, GARCH processes, nonlinear time series models
Literature:
Franses, P.H.: Time Series Models for Business and Economic Forecasting
Greene, W.H.: Econometric Analysis
Heij, C. et al.: Econometric Methods with Applications in Business and Economics
Official Course Description:
- stationary stochastic processes
- Box-Jenkins approach
- vector autoregression
- unit roots
- cointegration
- GARCH processes
- nonlinear time series models
Online Offerings:
moodle
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