Advanced Econometrics 3: Macroeconometrics (ECOM-R321/DPE-9321)

August 12, 2019

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Method of completion: remote teaching.


  • Courses page (you can view the information on this site without logging in or registering, but some of the content added by teachers to course pages may be available to course participants only, for example Moodle course enrolment key) and/or
  • Sisu page


Study material:

  • Can be found in the Moodle learning platform
  • A link and a Moodle course key will be sent by email before the course starts and/or they will be provided on the Courses page, see above
  • Log in with your UH username to be able to use all the features of the course workspace



  • In UH’s Sisu with your UH username
  • To be able to register for the course in Sisu, please note that
    • You must have a valid right to study at the course host university
    • You have created your primary personal study plan (HOPS) based on your study right
    • You have added the course for which you are registering to your HOPS
    • More information can be found on the webpage How to enroll in the courses?



This course covers a number of models and methods employed in time series econometrics. The emphasis is on univariate models, but vector autoregressive models and nonstationarity are also discussed. Specifically, the topics covered on the course include the following:

  • Basic time series concepts
  • Methods for stationary univariate data: ARMA models, ARCH models
  • Nonstationarity (unit roots, cointegration)
  • Vector autoregressive models