Participating students are expected to be familiar with basic time series analysis and methods of econometrics. The course covers advanced methods of modelling and analysing multiple time series. Students are introduced to the models, parameter estimation and specification of the relevant models. They will learn to use them for economic analysis and forecasting.
This course will be offered in Summer Semester 2016, Thursdays from 10 to 12 am and 2 to 4 pm in Hs105. The first lecture will take place on April 21.
Please check this page again for any updates on the time schedule.