Time Series and Panel Data Analysis (1953) |
| Language of instruction : English |
| Credits: 3,0 | | | | Period: semester 1 (3sp)  | | | | | 2nd Chance Exam1: Yes | | | | | Final grade2: Numerical |
| | | Exam contract: not possible |
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Sequentiality
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No sequentiality
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The student is interested in mathematics and statistics/econometrics in an economic and financial context. The student knows the basic principles of estimating a linear regression analysis in a multivariate setting. The students is able toformulate and estimate a regression model. We note that these principles are taught in any basic econometric course. The use of any software package using econometric tools is required. The course will use R as a software package but prior knowledge of R is not a minimum requirement for the competence. The student is able to gain economic insights in data interpretation.
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This concerns a transition curriculum. No contact sessions are provided. The student is only required to participate in the evaluation.
Students learn different techniques in the domain of time series. This course includes two parts: (i) univariate and multivariate time series analysis and (ii) time series analysis of cross-sectional data (panel data). The practical use of STATA is also essential in this course. In addition, students will also analyse and report financial related questions using the empirics. The content can be summarizes as follows: *familiarizing themselves with various types of time-series patterns, time series regression, short-term forecasting and panel data analysis; *Understanding the economic theoretical background, data characteristics, statistical assumptions and characteristics of time series and panel data models; *first-hand experience of analysing time-series data using computer applications (software STATA);
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Lecture ✔
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Response lecture ✔
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Small group session ✔
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Semester 1 (3,00sp) Second examination period
| Evaluation second examination opportunity different from first examination opprt | |
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| Previously purchased compulsory textbooks |
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Introduction to Econometrics,Stock, J.H. and M.M. Watson,Pearson International Edition |
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| Compulsory course material |
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additional lecture notes. |
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| Remarks |
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This concerns a transition curriculum. No contact sessions are provided. The student is only required to participate in the evaluation. |
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Learning outcomes | | EC = learning outcomes DC = partial outcomes BC = evaluation criteria |
| Offered in | Tolerance3 |
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1st Master of Business and Information Systems Engineering
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J
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1st Master of Business Engineering
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J
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2nd Master of Business and Information Systems Engineering
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J
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Exchange Programme Business Economics
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J
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1 Education, Examination and Legal Position Regulations art.12.2, section 2. |
| 2 Education, Examination and Legal Position Regulations art.15.1, section 3. |
3 Education, Examination and Legal Position Regulations art.16.9, section 2.
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