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- Code:
- ECOM-R321/DPE-9321
- Field:
- Econometrics
- Targets:
- Research Master's students PhD students
- Organiser:
- University of Helsinki - Economics
- Instructor:
- Mika Meitz
- Period:
- Period 3
- Format:
- Lecture
- Method:
- Online teaching
- Remote:
- Zoom link can be found in Moodle
- Enrollment:
In case of conflicting information consider the Sisu/Course/Moodle pages the primary source of information.
Aalto, Hanken and UH economics students can enroll through their home university’s SISU. Further instructions are available on the How to enroll? page, also for students from other universities.
If you would like to count the credits towards your degree, please check your curriculum or contact your supervisor or student services for guidance.
Course Sisu and Course page to be published in July
- To access the Moodle course area, use all the features and participate in the activities (assignments, discussions), you must have successfully registered for the course in Sisu and logged in with your UH user ID.
- For more information on how to activate your UH user ID and register for a Moodle course area, click here.
Content
This course covers a number of models and methods employed in time series econometrics. The emphasis is on stationary 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
Learning outcomes
After the course, the student should
- Know the basic properties of the time series models and the related methods introduced
- Be able to critically follow empirical research that employs them
- Be able to apply them in empirical research
- Have the basic knowledge for more advanced methodological and applied studies in time series econometrics