Informations du cours

Lehrinhalte
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
[list]
[*]stationary stochastic processes
[*]Box-Jenkins approach
[*]vector autoregression
[*]unit roots
[*]cointegration
[*]GARCH processes
[*]nonlinear time series models
[/list]

Online-Angebote
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