Applied Time Series Analysis Ruhr-Universität Bochum
This course provides the review of time series models widely applied in economics and finance. Starting from univariate linear ARMA models we consider a broad class of linear and non-linear time series approaches (including ARIMA, GARCH, VARMA, etc.) with focusing on estimation and forecasts
Qualification targets: Upon successful completion of the module "Applied Time Series Analysis" students should be able to understand and to use modern time series techniques in empirical research. Imparted soft skills: Analytical thinking, Independent studying and learning, Critical thinking
At least one graduate course in Econometrics.
100 % Written exam (90 min)
Week1: Introduction Week2: followed by Week3 to the Final Week
Online Course Requirement
Prof. Dr. Vasyl Golosnoy
a) Lecture b) Tutorial
Site for Inquiry
Please inquire about the courses at the address below.
Contact person: Jan Wüstenfeld: firstname.lastname@example.org
Email address: https://www.wiwi.ruhr-uni-bochum.de/studium/service.html.de