Uusi opinto-opas (sisältäen myös opetusohjelmat) lukuvuodelle 2018-2019 sijaitsee osoitteessa https://opas.peppi.utu.fi . Tältä sivustolta löytyvät enää vanhat opinto-oppaat ja opetusohjelmat.

The new study guide (incl. teaching schedules) for academic year 2018-2019 can be found at https://studyguide.utu.fi. This site contains only previous years' guides.

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Arkistoitu opetusohjelma 2016–2017
Selaat vanhentunutta opetusohjelmaa. Voimassa olevan opetusohjelman löydät täältä.
TILM3581 Financial and Time Series Econometrics 6 ECTS
Period I Period II Period III Period IV
Language of instruction
Type or level of studies
Advanced studies
Course unit descriptions in the curriculum
Department of Mathematics and Statistics

Learning outcomes

After the course, the student masters a wide range of advanced time series models and techniques and is able to apply them to analyze financial and macroeconomic data. The student should be able to argue why a chosen model is suitable for handling a given empirical problem and to assess the model's adequacy by appropriate statistical methods.


Enrolling in NettiOpsu.

Teacher responsible

Henri Nyberg


Heikki Kauppi
Kim Ristolainen (practicals)

Homepage URL


25-Oct-2016 – 1-Dec-2016
Lectures 30 h
Wed 26-Oct-2016 - 30-Nov-2016 weekly at 10.15-11.45, ls 12, Kauppakorkeakoulu
Tue 25-Oct-2016 - 29-Nov-2016 weekly at 14.15-16.45, ls 14, Kauppakorkeakoulu
Exercises 12 h
Thu 27-Oct-2016 - 1-Dec-2016 weekly at 14.15-15.45, ls 12, Kauppakorkeakoulu