Master
2024/2025
Times Series Econometrics
Type:
Compulsory course (Data Analytics for Business and Economics)
Area of studies:
Economics
Delivered by:
Department of Economics
When:
2 year, 2 module
Mode of studies:
offline
Open to:
students of one campus
Instructors:
Elena Taraskina
Master’s programme:
Data Analytics for Business and Economics
Language:
English
ECTS credits:
3
Contact hours:
24
Course Syllabus
Abstract
Time series analysis is one of the natural extensions of Econometrics I and other corresponding econometrics related courses. The focus of the course is adopting and extending techniques and results from the baseline econometrics courses to the case of time series related theoretical and empirical problems