Time Series and Panel Data Analysis (1953)

  
Coordinating lecturer :Prof. dr. Mark VANCAUTEREN 
  
Member of the teaching team :dr. Robin CLERCKX 


Language of instruction : English


Credits: 3,0
  
Period: semester 1 (3sp)
  
2nd Chance Exam1: Yes
  
Final grade2: Numerical
 
Exam contract: not possible


Transitional curriculum
 
Sequentiality
 
   No sequentiality

Prerequisites

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.



Content

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);



Organisational and teaching methods
Organisational methods  
Lecture  
Response lecture  
Small group session  


Evaluation

Semester 1 (3,00sp)

Evaluation method
Written exam100 %

Second examination period

Evaluation second examination opportunity different from first examination opprt
No
 

Previously purchased compulsory textbooks
  Introduction to Econometrics,Stock, J.H. and M.M. Watson,Pearson International Edition
 

Compulsory course material
 

additional lecture notes.

 

Remarks
 

This concerns a transition curriculum. No contact sessions are provided. The student is only required to participate in the evaluation.



Learning outcomes
  EC = learning outcomes      DC = partial outcomes      BC = evaluation criteria  
Offered inTolerance3
1st Master of Business and Information Systems Engineering J
1st Master of Business Engineering J
2nd Master of Business and Information Systems Engineering J
Exchange Programme Business Economics J



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.