Time Series Analysis

(SS 2011)

TypVorlesung / Übung (104041, 104042)
Dozent/inProf. Dr. Offermanns
SpracheEnglisch
Leistungspunkte5 CP (Master)
Beginn13.04.2011
Ende07.07.2011
Zeit

Thursday, 10.15 - 1 p.m., weekly, Garystr. 21, HS 106

Hinweis

Course material is provided through Blackboard, see link below. External students without Blackboard account please send an e-mail to the instructor indicating name and e-mail address. You will receive a user name and password by FU-CeDiS within the next days.

Links

Literaturliste

  • Hamilton, J.D.: Time Series Analysis, Princeton University Press, 1994.
  • Lütkepohl, H.: New Introduction to Multiple Time Series Analysis, Springer, 2006.
  • Greene, W.: Econometric Analysis, Pearson, 2008.