| ECON3506 | Econometrics of Time-Series |
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[30h]
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Enseignant(s) :
Luc Bauwens
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 Objectifs
The objective is that the students acquire an in-depth knowledge of econometric methods and models and un-derstand the foundations. At the end of the course, they should be able to understand classical and research pa-pers in econometrics, to read critically empirical papers and to use econometrics for their own empirical research, in each case in relation to the material that has been covered. They should also be able to specialize in more specific fields of econometrics (such as financial econometrics, micro-econometrics, time series econo-metrics).
Cahier des charges
The courses cover at an advanced level the most important topics of the econometrics of time-series that are not covered in the course Advanced Econometrics I.
Applications in macroeconomics and finance are used to illustrate the methods for empirical research..
Autres informations du cahier des charges
Prerequisites : ECON 3503 Advanced Econometrics I
Evaluation : Written or oral exam (closed book), and empirical work
Support : Hamilton, J.D. (1994), Time Series Analysis. Princeton University Press.
Hayashi, F. (2000). Econometrics. Princeton University Press.
Le cours ECON3506 est mentionné dans les programmes suivants :
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ECGE3DA/EC
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Diplôme d'études approfondies en économie et gestion - Master of Arts in Economics (sciences économiques)
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STAT3DA
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Diplôme d'études approfondies en statistique
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Valeurs ECTS de l'activité
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ECGE3DA/EC
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Diplôme d'études approfondies en économie et gestion - Master of Arts in Economics (sciences économiques)
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(3.5 ECTS)
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STAT3DA/E
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diplôme d'études approfondies en statistique (statistique et économétrie)
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(5 ECTS)
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Valeur ECTS par défaut
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(3.5 ECTS)
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