Opetusohjelma
Arkistoitu opetusohjelma 2016–2017
Selaat vanhentunutta opetusohjelmaa. Voimassa olevan opetusohjelman löydät täältä.
TILM3581
Financial and Time Series Econometrics
6
ECTS
Periods
Language of instruction
English
Type or level of studies
Advanced studies
Course unit descriptions in the curriculum
-
TILM3581
Financial and Time Series Econometrics
Participation in classroom work
Tilastotiede
Department of Mathematics and Statistics
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.
Enrolment
Enrolling in NettiOpsu.
Teacher responsible
Henri Nyberg
henri.nyberg[ät]utu.fi
Teachers
Heikki Kauppi
heikki.kauppi[ät]utu.fi
Kim Ristolainen (practicals)
kkrist[ät]utu.fi
Homepage URL
Teaching
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